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 | 19.69% | 0.06 CHF | 0.08 CHF | 467,557 | 100,000 | 471,243 | 100,000 | 31,032 CHF | 8,000 CHF | 100.00% | 100.00% |
19/11/2024 | 16.43% | 0.06 CHF | 0.07 CHF | 498,762 | 100,000 | 459,811 | 100,000 | 31,041 CHF | 7,997 CHF | 100.00% | 100.00% |
18/11/2024 | 25.32% | 0.07 CHF | 0.09 CHF | 432,882 | 100,000 | 422,640 | 88,973 | 29,158 CHF | 7,873 CHF | 100.00% | 100.00% |
15/11/2024 | 18.20% | 0.07 CHF | 0.08 CHF | 434,570 | 100,000 | 436,424 | 100,000 | 31,357 CHF | 8,619 CHF | 99.99% | 99.99% |
14/11/2024 | 17.46% | 0.08 CHF | 0.10 CHF | 416,147 | 100,000 | 431,611 | 100,000 | 33,602 CHF | 9,288 CHF | 99.52% | 99.52% |
13/11/2024 | 16.40% | 0.08 CHF | 0.09 CHF | 435,772 | 100,000 | 407,525 | 99,147 | 32,818 CHF | 9,416 CHF | 99.32% | 99.32% |
12/11/2024 | 12.33% | 0.08 CHF | 0.10 CHF | 400,329 | 100,000 | 390,942 | 100,000 | 34,607 CHF | 10,011 CHF | 100.00% | 100.00% |
11/11/2024 | 16.58% | 0.09 CHF | 0.11 CHF | 369,562 | 100,000 | 369,941 | 100,000 | 34,502 CHF | 11,000 CHF | 100.00% | 100.00% |
08/11/2024 | 18.25% | 0.09 CHF | 0.11 CHF | 381,954 | 100,000 | 382,398 | 100,000 | 34,416 CHF | 10,816 CHF | 100.00% | 100.00% |
07/11/2024 | 12.29% | 0.10 CHF | 0.11 CHF | 365,803 | 100,000 | 371,769 | 97,408 | 35,991 CHF | 10,644 CHF | 99.13% | 99.13% |