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 | 6.46% | 0.14 CHF | 0.16 CHF | 671,300 | 671,300 | 668,476 | 668,476 | 100,118 CHF | 106,803 CHF | 100.00% | 100.00% |
19/11/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 663,400 | 663,400 | 661,369 | 661,369 | 99,463 CHF | 106,077 CHF | 99.87% | 99.87% |
18/11/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 667,200 | 667,200 | 664,159 | 664,159 | 99,457 CHF | 106,098 CHF | 100.00% | 100.00% |
15/11/2024 | 10.84% | 0.15 CHF | 0.16 CHF | 576,600 | 576,600 | 511,209 | 511,209 | 77,484 CHF | 82,991 CHF | 100.00% | 100.00% |
14/11/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 565,300 | 565,300 | 565,295 | 565,295 | 99,390 CHF | 105,043 CHF | 100.00% | 100.00% |
13/11/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 548,400 | 548,400 | 544,407 | 544,407 | 97,494 CHF | 102,938 CHF | 100.00% | 100.00% |
12/11/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 516,300 | 516,300 | 516,304 | 516,304 | 96,327 CHF | 101,490 CHF | 99.89% | 99.89% |
11/11/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 515,000 | 515,000 | 513,656 | 513,656 | 100,897 CHF | 106,034 CHF | 100.00% | 100.00% |
08/11/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 515,000 | 515,000 | 512,051 | 512,051 | 100,633 CHF | 105,753 CHF | 98.92% | 98.92% |
07/11/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 516,900 | 516,900 | 514,717 | 514,717 | 99,939 CHF | 105,086 CHF | 100.00% | 100.00% |