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 | 18.96% | 0.07 CHF | 0.08 CHF | 181,105 | 100,000 | 180,885 | 100,000 | 12,992 CHF | 8,676 CHF | 100.00% | 100.00% |
19/11/2024 | 20.88% | 0.05 CHF | 0.07 CHF | 183,009 | 100,000 | 179,888 | 100,000 | 13,514 CHF | 9,192 CHF | 100.00% | 100.00% |
18/11/2024 | 14.95% | 0.10 CHF | 0.11 CHF | 177,454 | 100,000 | 177,909 | 100,000 | 16,886 CHF | 11,018 CHF | 100.00% | 100.00% |
15/11/2024 | 16.52% | 0.08 CHF | 0.10 CHF | 179,514 | 100,000 | 179,057 | 100,000 | 16,063 CHF | 10,583 CHF | 99.99% | 99.99% |
14/11/2024 | 13.64% | 0.11 CHF | 0.12 CHF | 177,540 | 100,000 | 178,554 | 100,000 | 17,839 CHF | 11,435 CHF | 99.52% | 99.52% |
13/11/2024 | 13.68% | 0.10 CHF | 0.12 CHF | 177,290 | 100,000 | 176,561 | 99,147 | 18,630 CHF | 11,986 CHF | 99.32% | 99.32% |
12/11/2024 | 11.29% | 0.11 CHF | 0.13 CHF | 175,464 | 100,000 | 174,476 | 100,000 | 21,374 CHF | 13,710 CHF | 100.00% | 100.00% |
11/11/2024 | 10.89% | 0.13 CHF | 0.15 CHF | 172,944 | 100,000 | 172,344 | 100,000 | 23,427 CHF | 15,154 CHF | 100.00% | 100.00% |
08/11/2024 | 11.47% | 0.13 CHF | 0.14 CHF | 172,098 | 100,000 | 171,963 | 100,000 | 22,117 CHF | 14,430 CHF | 100.00% | 100.00% |
07/11/2024 | 11.58% | 0.14 CHF | 0.16 CHF | 169,973 | 100,000 | 171,619 | 97,408 | 23,402 CHF | 14,914 CHF | 99.13% | 99.13% |