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 | 12.32% | 0.25 CHF | 0.27 CHF | 93,456 | 25,000 | 94,260 | 25,000 | 20,697 CHF | 6,209 CHF | 100.00% | 100.00% |
19/11/2024 | 14.95% | 0.19 CHF | 0.22 CHF | 95,094 | 25,000 | 95,174 | 25,000 | 17,703 CHF | 5,401 CHF | 100.00% | 100.00% |
18/11/2024 | 14.48% | 0.20 CHF | 0.23 CHF | 95,129 | 25,000 | 95,351 | 25,000 | 18,343 CHF | 5,559 CHF | 99.63% | 99.63% |
15/11/2024 | 13.73% | 0.20 CHF | 0.23 CHF | 95,345 | 25,000 | 95,220 | 25,000 | 19,135 CHF | 5,764 CHF | 100.00% | 100.00% |
14/11/2024 | 12.81% | 0.21 CHF | 0.24 CHF | 95,068 | 25,000 | 95,271 | 25,000 | 19,565 CHF | 5,836 CHF | 99.44% | 99.44% |
13/11/2024 | 12.68% | 0.20 CHF | 0.23 CHF | 94,914 | 25,000 | 94,751 | 24,964 | 19,224 CHF | 5,749 CHF | 98.88% | 98.88% |
12/11/2024 | 13.89% | 0.18 CHF | 0.21 CHF | 95,372 | 25,000 | 94,600 | 25,000 | 19,034 CHF | 5,781 CHF | 100.00% | 100.00% |
11/11/2024 | 12.16% | 0.23 CHF | 0.26 CHF | 93,553 | 25,000 | 93,338 | 25,000 | 21,627 CHF | 6,543 CHF | 100.00% | 100.00% |
08/11/2024 | 11.56% | 0.22 CHF | 0.25 CHF | 93,154 | 25,000 | 92,877 | 25,000 | 21,059 CHF | 6,365 CHF | 100.00% | 100.00% |
07/11/2024 | 11.65% | 0.24 CHF | 0.26 CHF | 92,562 | 25,000 | 89,501 | 24,376 | 22,074 CHF | 6,728 CHF | 99.06% | 99.06% |