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 | 18.18% | 0.09 CHF | 0.11 CHF | 438,194 | 100,000 | 427,909 | 100,000 | 38,522 CHF | 10,811 CHF | 100.00% | 100.00% |
19/11/2024 | 13.36% | 0.08 CHF | 0.10 CHF | 449,767 | 100,000 | 414,596 | 100,000 | 39,178 CHF | 10,827 CHF | 100.00% | 100.00% |
18/11/2024 | 17.96% | 0.10 CHF | 0.11 CHF | 393,715 | 100,000 | 394,621 | 88,973 | 38,415 CHF | 10,326 CHF | 100.00% | 100.00% |
15/11/2024 | 13.61% | 0.10 CHF | 0.11 CHF | 405,450 | 100,000 | 402,878 | 100,000 | 40,198 CHF | 11,432 CHF | 99.99% | 99.99% |
14/11/2024 | 11.40% | 0.11 CHF | 0.12 CHF | 383,339 | 100,000 | 395,793 | 100,000 | 42,031 CHF | 11,910 CHF | 99.52% | 99.52% |
13/11/2024 | 13.38% | 0.11 CHF | 0.12 CHF | 395,737 | 100,000 | 386,555 | 99,147 | 41,842 CHF | 12,271 CHF | 99.32% | 99.32% |
12/11/2024 | 10.51% | 0.11 CHF | 0.13 CHF | 371,271 | 100,000 | 370,632 | 100,000 | 43,401 CHF | 13,000 CHF | 100.00% | 100.00% |
11/11/2024 | 14.10% | 0.12 CHF | 0.14 CHF | 347,379 | 100,000 | 349,838 | 100,000 | 42,544 CHF | 14,000 CHF | 100.00% | 100.00% |
08/11/2024 | 11.73% | 0.12 CHF | 0.13 CHF | 356,639 | 100,000 | 356,877 | 100,000 | 42,825 CHF | 13,506 CHF | 100.00% | 100.00% |
07/11/2024 | 10.72% | 0.13 CHF | 0.14 CHF | 347,297 | 100,000 | 351,817 | 97,408 | 43,859 CHF | 13,504 CHF | 99.13% | 99.13% |