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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 12.57% | 0.12 CHF | 0.13 CHF | 178,390 | 100,000 | 178,837 | 100,000 | 20,579 CHF | 13,043 CHF | 100.00% | 100.00% |
22/11/2024 | 14.03% | 0.11 CHF | 0.12 CHF | 181,073 | 100,000 | 181,991 | 100,000 | 16,963 CHF | 10,723 CHF | 100.00% | 100.00% |
20/11/2024 | 13.58% | 0.09 CHF | 0.10 CHF | 181,311 | 100,000 | 180,938 | 100,000 | 16,923 CHF | 10,705 CHF | 100.00% | 100.00% |
19/11/2024 | 15.98% | 0.07 CHF | 0.09 CHF | 183,009 | 100,000 | 179,918 | 100,000 | 17,262 CHF | 11,216 CHF | 100.00% | 100.00% |
18/11/2024 | 12.18% | 0.12 CHF | 0.13 CHF | 177,573 | 100,000 | 177,848 | 100,000 | 20,604 CHF | 13,084 CHF | 100.00% | 100.00% |
15/11/2024 | 12.83% | 0.11 CHF | 0.12 CHF | 179,535 | 100,000 | 179,111 | 100,000 | 19,967 CHF | 12,681 CHF | 99.99% | 99.99% |
14/11/2024 | 11.33% | 0.13 CHF | 0.14 CHF | 177,185 | 100,000 | 178,491 | 100,000 | 21,641 CHF | 13,570 CHF | 99.52% | 99.52% |
13/11/2024 | 11.89% | 0.12 CHF | 0.14 CHF | 177,508 | 100,000 | 176,444 | 99,147 | 22,407 CHF | 14,173 CHF | 99.32% | 99.32% |
12/11/2024 | 8.66% | 0.13 CHF | 0.15 CHF | 175,599 | 100,000 | 174,503 | 100,000 | 25,229 CHF | 15,762 CHF | 100.00% | 100.00% |
11/11/2024 | 7.97% | 0.15 CHF | 0.17 CHF | 172,944 | 100,000 | 172,375 | 100,000 | 27,403 CHF | 17,217 CHF | 100.00% | 100.00% |