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 | 12.83% | 0.10 CHF | 0.12 CHF | 364,608 | 100,000 | 357,167 | 100,000 | 37,545 CHF | 11,945 CHF | 100.00% | 100.00% |
19/11/2024 | 14.05% | 0.09 CHF | 0.11 CHF | 374,118 | 100,000 | 350,618 | 100,000 | 37,402 CHF | 12,323 CHF | 100.00% | 100.00% |
18/11/2024 | 13.83% | 0.12 CHF | 0.13 CHF | 327,122 | 100,000 | 327,351 | 88,974 | 37,325 CHF | 11,573 CHF | 100.00% | 100.00% |
15/11/2024 | 12.77% | 0.11 CHF | 0.12 CHF | 337,556 | 100,000 | 335,200 | 100,000 | 38,012 CHF | 12,904 CHF | 99.99% | 99.99% |
14/11/2024 | 12.49% | 0.12 CHF | 0.14 CHF | 319,186 | 100,000 | 330,791 | 100,000 | 39,741 CHF | 13,624 CHF | 99.51% | 99.51% |
13/11/2024 | 11.98% | 0.12 CHF | 0.14 CHF | 329,794 | 100,000 | 320,323 | 99,147 | 39,769 CHF | 13,880 CHF | 99.31% | 99.31% |
12/11/2024 | 10.99% | 0.13 CHF | 0.14 CHF | 312,741 | 100,000 | 305,576 | 100,000 | 40,689 CHF | 14,862 CHF | 100.00% | 100.00% |
11/11/2024 | 12.15% | 0.14 CHF | 0.16 CHF | 296,691 | 100,000 | 293,235 | 100,000 | 41,445 CHF | 15,961 CHF | 100.00% | 100.00% |
08/11/2024 | 9.25% | 0.14 CHF | 0.15 CHF | 297,338 | 100,000 | 296,737 | 100,000 | 41,236 CHF | 15,248 CHF | 100.00% | 100.00% |
07/11/2024 | 10.27% | 0.15 CHF | 0.16 CHF | 287,311 | 100,000 | 293,610 | 97,408 | 41,919 CHF | 15,406 CHF | 99.13% | 99.13% |