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 | 8.13% | 0.17 CHF | 0.18 CHF | 181,311 | 100,000 | 180,902 | 100,000 | 31,183 CHF | 18,695 CHF | 100.00% | 100.00% |
19/11/2024 | 9.12% | 0.15 CHF | 0.17 CHF | 183,009 | 100,000 | 179,914 | 100,000 | 31,544 CHF | 19,204 CHF | 100.00% | 100.00% |
18/11/2024 | 7.36% | 0.20 CHF | 0.21 CHF | 177,652 | 100,000 | 177,874 | 100,000 | 34,774 CHF | 21,044 CHF | 100.00% | 100.00% |
15/11/2024 | 7.93% | 0.19 CHF | 0.20 CHF | 179,172 | 100,000 | 179,091 | 100,000 | 34,178 CHF | 20,665 CHF | 99.99% | 99.99% |
14/11/2024 | 6.98% | 0.21 CHF | 0.22 CHF | 177,364 | 100,000 | 178,456 | 100,000 | 35,857 CHF | 21,542 CHF | 99.52% | 99.52% |
13/11/2024 | 7.49% | 0.20 CHF | 0.22 CHF | 177,409 | 100,000 | 176,553 | 99,147 | 36,369 CHF | 22,006 CHF | 99.32% | 99.32% |
12/11/2024 | 6.18% | 0.21 CHF | 0.23 CHF | 175,464 | 100,000 | 174,496 | 100,000 | 38,913 CHF | 23,721 CHF | 100.00% | 100.00% |
11/11/2024 | 6.00% | 0.23 CHF | 0.25 CHF | 172,944 | 100,000 | 172,360 | 100,000 | 40,859 CHF | 25,170 CHF | 100.00% | 100.00% |
08/11/2024 | 6.79% | 0.23 CHF | 0.24 CHF | 172,174 | 100,000 | 171,911 | 100,000 | 39,336 CHF | 24,492 CHF | 100.00% | 100.00% |
07/11/2024 | 6.88% | 0.24 CHF | 0.26 CHF | 170,048 | 100,000 | 171,680 | 97,408 | 40,629 CHF | 24,697 CHF | 99.13% | 99.13% |