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 | 12.34% | 0.12 CHF | 0.13 CHF | 181,456 | 100,000 | 180,939 | 100,000 | 21,812 CHF | 13,639 CHF | 100.00% | 100.00% |
19/11/2024 | 12.50% | 0.10 CHF | 0.12 CHF | 182,883 | 100,000 | 179,887 | 100,000 | 22,454 CHF | 14,138 CHF | 100.00% | 100.00% |
18/11/2024 | 10.06% | 0.14 CHF | 0.16 CHF | 177,592 | 100,000 | 177,878 | 100,000 | 25,727 CHF | 15,993 CHF | 100.00% | 100.00% |
15/11/2024 | 10.80% | 0.13 CHF | 0.15 CHF | 179,353 | 100,000 | 179,061 | 100,000 | 24,935 CHF | 15,516 CHF | 99.99% | 99.99% |
14/11/2024 | 9.24% | 0.16 CHF | 0.17 CHF | 177,540 | 100,000 | 178,554 | 100,000 | 26,766 CHF | 16,435 CHF | 99.52% | 99.52% |
13/11/2024 | 9.61% | 0.15 CHF | 0.17 CHF | 177,290 | 100,000 | 176,552 | 99,147 | 27,418 CHF | 16,944 CHF | 99.32% | 99.32% |
12/11/2024 | 8.71% | 0.16 CHF | 0.18 CHF | 175,328 | 100,000 | 174,423 | 100,000 | 29,900 CHF | 18,699 CHF | 100.00% | 100.00% |
11/11/2024 | 8.49% | 0.18 CHF | 0.20 CHF | 172,774 | 100,000 | 172,339 | 100,000 | 31,907 CHF | 20,154 CHF | 100.00% | 100.00% |
08/11/2024 | 8.27% | 0.18 CHF | 0.19 CHF | 172,098 | 100,000 | 171,882 | 100,000 | 30,638 CHF | 19,365 CHF | 100.00% | 100.00% |
07/11/2024 | 8.58% | 0.19 CHF | 0.21 CHF | 169,879 | 100,000 | 171,593 | 97,408 | 31,922 CHF | 19,744 CHF | 99.13% | 99.13% |