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 | 5.44% | 0.16 CHF | 0.17 CHF | 199,009 | 100,000 | 197,816 | 100,000 | 35,437 CHF | 18,916 CHF | 100.00% | 100.00% |
19/11/2024 | 6.13% | 0.17 CHF | 0.18 CHF | 197,812 | 100,000 | 199,232 | 100,000 | 31,600 CHF | 16,864 CHF | 100.00% | 100.00% |
18/11/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 200,554 | 100,000 | 201,456 | 100,000 | 29,087 CHF | 15,439 CHF | 100.00% | 100.00% |
15/11/2024 | 6.17% | 0.15 CHF | 0.16 CHF | 201,795 | 100,000 | 200,672 | 100,000 | 31,583 CHF | 16,740 CHF | 100.00% | 100.00% |
14/11/2024 | 7.16% | 0.15 CHF | 0.16 CHF | 200,837 | 100,000 | 202,838 | 100,000 | 27,599 CHF | 14,614 CHF | 99.22% | 99.22% |
13/11/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 203,760 | 100,000 | 204,209 | 99,160 | 21,708 CHF | 11,539 CHF | 99.36% | 99.36% |
12/11/2024 | 5.26% | 0.15 CHF | 0.16 CHF | 199,875 | 100,000 | 196,725 | 100,000 | 36,674 CHF | 19,653 CHF | 100.00% | 100.00% |
11/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 189,008 | 100,000 | 180,559 | 100,000 | 50,609 CHF | 29,032 CHF | 37.41% | 37.41% |
08/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 189,382 | 100,000 | 188,943 | 100,000 | 48,635 CHF | 26,742 CHF | 90.32% | 90.32% |
07/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 188,300 | 100,000 | 188,798 | 97,166 | 50,246 CHF | 26,861 CHF | 90.73% | 90.73% |