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 | 8.59% | 0.14 CHF | 0.16 CHF | 181,372 | 100,000 | 180,980 | 100,000 | 26,184 CHF | 15,763 CHF | 100.00% | 100.00% |
19/11/2024 | 8.96% | 0.12 CHF | 0.14 CHF | 182,861 | 100,000 | 179,929 | 100,000 | 26,820 CHF | 16,292 CHF | 100.00% | 100.00% |
18/11/2024 | 9.15% | 0.17 CHF | 0.18 CHF | 177,416 | 100,000 | 177,856 | 100,000 | 29,596 CHF | 18,237 CHF | 100.00% | 100.00% |
15/11/2024 | 8.95% | 0.16 CHF | 0.17 CHF | 179,414 | 100,000 | 179,059 | 100,000 | 29,015 CHF | 17,728 CHF | 99.99% | 99.99% |
14/11/2024 | 8.54% | 0.18 CHF | 0.19 CHF | 177,283 | 100,000 | 178,483 | 100,000 | 30,720 CHF | 18,752 CHF | 99.52% | 99.52% |
13/11/2024 | 9.21% | 0.17 CHF | 0.19 CHF | 177,627 | 100,000 | 176,445 | 99,147 | 31,268 CHF | 19,260 CHF | 99.32% | 99.32% |
12/11/2024 | 6.14% | 0.18 CHF | 0.20 CHF | 175,599 | 100,000 | 174,595 | 100,000 | 34,172 CHF | 20,809 CHF | 100.00% | 100.00% |
11/11/2024 | 6.19% | 0.21 CHF | 0.22 CHF | 172,848 | 100,000 | 172,319 | 100,000 | 36,160 CHF | 22,328 CHF | 100.00% | 100.00% |
08/11/2024 | 8.28% | 0.20 CHF | 0.22 CHF | 172,347 | 100,000 | 171,850 | 100,000 | 34,426 CHF | 21,763 CHF | 100.00% | 100.00% |
07/11/2024 | 7.65% | 0.21 CHF | 0.23 CHF | 170,328 | 100,000 | 171,535 | 97,408 | 35,844 CHF | 21,975 CHF | 99.13% | 99.13% |