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 | 5.76% | 0.18 CHF | 0.19 CHF | 199,459 | 100,000 | 197,869 | 100,000 | 33,452 CHF | 17,904 CHF | 100.00% | 100.00% |
19/11/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 197,812 | 100,000 | 199,232 | 100,000 | 37,769 CHF | 19,954 CHF | 100.00% | 100.00% |
18/11/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 200,554 | 100,000 | 201,456 | 100,000 | 41,423 CHF | 21,561 CHF | 100.00% | 100.00% |
15/11/2024 | 5.05% | 0.21 CHF | 0.22 CHF | 201,795 | 100,000 | 200,662 | 100,000 | 38,803 CHF | 20,336 CHF | 100.00% | 100.00% |
14/11/2024 | 4.59% | 0.20 CHF | 0.21 CHF | 200,837 | 100,000 | 202,708 | 100,000 | 43,362 CHF | 22,386 CHF | 99.22% | 99.22% |
13/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 204,477 | 100,000 | 201,615 | 99,134 | 49,300 CHF | 25,245 CHF | 96.47% | 96.47% |
12/11/2024 | 5.83% | 0.21 CHF | 0.22 CHF | 200,306 | 100,000 | 196,791 | 100,000 | 33,110 CHF | 17,813 CHF | 100.00% | 100.00% |
11/11/2024 | 11.53% | 0.11 CHF | 0.12 CHF | 191,943 | 100,000 | 188,982 | 100,000 | 15,730 CHF | 9,318 CHF | 100.00% | 100.00% |
08/11/2024 | 9.75% | 0.10 CHF | 0.11 CHF | 188,908 | 100,000 | 188,693 | 100,000 | 18,549 CHF | 10,828 CHF | 100.00% | 100.00% |
07/11/2024 | 10.77% | 0.09 CHF | 0.10 CHF | 188,196 | 100,000 | 188,915 | 97,395 | 17,057 CHF | 9,769 CHF | 98.73% | 98.73% |