Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 8.25% | 0.20 CHF | 0.21 CHF | 181,579 | 100,000 | 180,895 | 100,000 | 36,001 CHF | 21,615 CHF | 100.00% | 100.00% |
19/11/2024 | 7.77% | 0.18 CHF | 0.19 CHF | 183,113 | 100,000 | 179,817 | 100,000 | 36,676 CHF | 22,057 CHF | 100.00% | 100.00% |
18/11/2024 | 6.73% | 0.22 CHF | 0.24 CHF | 177,513 | 100,000 | 177,880 | 100,000 | 39,736 CHF | 23,892 CHF | 100.00% | 100.00% |
15/11/2024 | 6.74% | 0.21 CHF | 0.23 CHF | 179,212 | 100,000 | 179,110 | 100,000 | 39,065 CHF | 23,335 CHF | 99.99% | 99.99% |
14/11/2024 | 6.07% | 0.24 CHF | 0.25 CHF | 177,263 | 100,000 | 178,510 | 100,000 | 40,835 CHF | 24,307 CHF | 99.52% | 99.52% |
13/11/2024 | 6.02% | 0.23 CHF | 0.24 CHF | 177,726 | 100,000 | 176,530 | 99,147 | 41,453 CHF | 24,724 CHF | 99.32% | 99.32% |
12/11/2024 | 7.06% | 0.24 CHF | 0.26 CHF | 175,231 | 100,000 | 174,366 | 100,000 | 43,373 CHF | 26,697 CHF | 100.00% | 100.00% |
11/11/2024 | 6.25% | 0.26 CHF | 0.28 CHF | 172,657 | 100,000 | 172,339 | 100,000 | 45,538 CHF | 28,127 CHF | 100.00% | 100.00% |
08/11/2024 | 5.52% | 0.26 CHF | 0.27 CHF | 172,010 | 100,000 | 171,841 | 100,000 | 44,337 CHF | 27,268 CHF | 100.00% | 100.00% |
07/11/2024 | 5.62% | 0.27 CHF | 0.29 CHF | 170,442 | 100,000 | 171,567 | 97,408 | 45,561 CHF | 27,359 CHF | 99.13% | 99.13% |