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 | 17.62% | 0.07 CHF | 0.09 CHF | 385,284 | 100,000 | 374,651 | 100,000 | 28,063 CHF | 8,927 CHF | 100.00% | 100.00% |
19/11/2024 | 17.99% | 0.06 CHF | 0.08 CHF | 406,927 | 100,000 | 367,156 | 100,000 | 28,176 CHF | 9,245 CHF | 100.00% | 100.00% |
18/11/2024 | 18.99% | 0.08 CHF | 0.10 CHF | 335,068 | 100,000 | 335,213 | 88,974 | 27,924 CHF | 8,888 CHF | 99.99% | 99.99% |
15/11/2024 | 16.18% | 0.08 CHF | 0.09 CHF | 347,760 | 100,000 | 344,557 | 100,000 | 28,691 CHF | 9,811 CHF | 99.99% | 99.99% |
14/11/2024 | 17.69% | 0.09 CHF | 0.11 CHF | 324,611 | 100,000 | 340,129 | 100,000 | 30,157 CHF | 10,602 CHF | 99.50% | 99.50% |
13/11/2024 | 14.89% | 0.09 CHF | 0.11 CHF | 338,427 | 100,000 | 326,534 | 99,147 | 30,723 CHF | 10,836 CHF | 99.31% | 99.31% |
12/11/2024 | 14.79% | 0.10 CHF | 0.11 CHF | 316,840 | 100,000 | 307,745 | 100,000 | 31,471 CHF | 11,858 CHF | 100.00% | 100.00% |
11/11/2024 | 15.16% | 0.11 CHF | 0.12 CHF | 297,269 | 100,000 | 293,034 | 100,000 | 32,585 CHF | 12,943 CHF | 100.00% | 100.00% |
08/11/2024 | 11.64% | 0.11 CHF | 0.12 CHF | 294,204 | 100,000 | 297,452 | 100,000 | 32,411 CHF | 12,248 CHF | 100.00% | 100.00% |
07/11/2024 | 12.54% | 0.12 CHF | 0.13 CHF | 286,297 | 100,000 | 293,852 | 97,408 | 33,236 CHF | 12,484 CHF | 99.13% | 99.13% |