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 | 10.61% | 0.15 CHF | 0.16 CHF | 181,579 | 100,000 | 180,917 | 100,000 | 26,960 CHF | 16,571 CHF | 100.00% | 100.00% |
19/11/2024 | 10.20% | 0.13 CHF | 0.14 CHF | 183,113 | 100,000 | 179,817 | 100,000 | 27,685 CHF | 17,057 CHF | 100.00% | 100.00% |
18/11/2024 | 8.60% | 0.17 CHF | 0.19 CHF | 177,513 | 100,000 | 177,880 | 100,000 | 30,842 CHF | 18,892 CHF | 100.00% | 100.00% |
15/11/2024 | 8.66% | 0.16 CHF | 0.18 CHF | 179,212 | 100,000 | 179,110 | 100,000 | 30,110 CHF | 18,335 CHF | 99.99% | 99.99% |
14/11/2024 | 7.72% | 0.19 CHF | 0.20 CHF | 177,263 | 100,000 | 178,510 | 100,000 | 31,910 CHF | 19,307 CHF | 99.52% | 99.52% |
13/11/2024 | 7.77% | 0.18 CHF | 0.19 CHF | 177,627 | 100,000 | 176,532 | 99,147 | 32,571 CHF | 19,766 CHF | 99.32% | 99.32% |
12/11/2024 | 8.65% | 0.19 CHF | 0.21 CHF | 175,231 | 100,000 | 174,409 | 100,000 | 34,663 CHF | 21,674 CHF | 100.00% | 100.00% |
11/11/2024 | 8.05% | 0.21 CHF | 0.23 CHF | 172,375 | 100,000 | 172,268 | 100,000 | 36,761 CHF | 23,127 CHF | 100.00% | 100.00% |
08/11/2024 | 6.90% | 0.21 CHF | 0.22 CHF | 172,010 | 100,000 | 171,845 | 100,000 | 35,715 CHF | 22,268 CHF | 100.00% | 100.00% |
07/11/2024 | 6.97% | 0.22 CHF | 0.24 CHF | 170,442 | 100,000 | 171,567 | 97,408 | 36,952 CHF | 22,489 CHF | 99.13% | 99.13% |