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 | 31.64% | 0.08 CHF | 0.10 CHF | 254,707 | 100,000 | 255,072 | 100,000 | 19,863 CHF | 10,710 CHF | 100.00% | 100.00% |
19/11/2024 | 18.42% | 0.07 CHF | 0.09 CHF | 280,254 | 100,000 | 247,225 | 100,000 | 21,458 CHF | 10,482 CHF | 100.00% | 100.00% |
18/11/2024 | 16.84% | 0.10 CHF | 0.12 CHF | 231,945 | 100,000 | 228,933 | 88,335 | 23,155 CHF | 10,501 CHF | 94.52% | 94.52% |
15/11/2024 | 14.47% | 0.09 CHF | 0.11 CHF | 237,989 | 100,000 | 235,137 | 100,000 | 23,472 CHF | 11,543 CHF | 93.25% | 93.25% |
14/11/2024 | 13.21% | 0.11 CHF | 0.13 CHF | 224,129 | 100,000 | 232,327 | 100,000 | 25,072 CHF | 12,336 CHF | 99.52% | 99.52% |
13/11/2024 | 12.25% | 0.11 CHF | 0.12 CHF | 234,447 | 100,000 | 226,961 | 99,147 | 25,790 CHF | 12,743 CHF | 99.32% | 99.32% |
12/11/2024 | 10.72% | 0.12 CHF | 0.13 CHF | 221,650 | 100,000 | 216,241 | 100,000 | 27,473 CHF | 14,147 CHF | 100.00% | 100.00% |
11/11/2024 | 8.86% | 0.14 CHF | 0.15 CHF | 207,993 | 100,000 | 207,691 | 100,000 | 29,125 CHF | 15,330 CHF | 100.00% | 100.00% |
08/11/2024 | 11.28% | 0.13 CHF | 0.15 CHF | 211,856 | 100,000 | 211,803 | 100,000 | 28,153 CHF | 14,878 CHF | 100.00% | 100.00% |
07/11/2024 | 12.15% | 0.14 CHF | 0.16 CHF | 205,052 | 100,000 | 209,423 | 97,408 | 29,223 CHF | 15,354 CHF | 99.13% | 99.13% |