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 | 4.00% | 0.26 CHF | 0.27 CHF | 358,000 | 358,000 | 357,284 | 357,284 | 87,603 CHF | 91,176 CHF | 99.47% | 99.47% |
19/11/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 367,000 | 367,000 | 364,122 | 364,122 | 97,750 CHF | 101,391 CHF | 99.18% | 99.18% |
18/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 358,000 | 358,000 | 356,523 | 356,523 | 84,462 CHF | 88,027 CHF | 99.89% | 99.89% |
15/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 358,000 | 358,000 | 356,524 | 356,524 | 88,798 CHF | 92,364 CHF | 100.00% | 100.00% |
14/11/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 358,000 | 358,000 | 360,921 | 360,921 | 96,983 CHF | 100,592 CHF | 98.63% | 98.63% |
13/11/2024 | 3.50% | 0.30 CHF | 0.31 CHF | 367,000 | 367,000 | 364,487 | 364,487 | 102,568 CHF | 106,213 CHF | 100.00% | 100.00% |
12/11/2024 | 3.88% | 0.28 CHF | 0.29 CHF | 367,000 | 367,000 | 357,602 | 357,602 | 90,534 CHF | 94,110 CHF | 99.88% | 99.88% |
11/11/2024 | 3.78% | 0.24 CHF | 0.25 CHF | 358,000 | 358,000 | 357,548 | 357,548 | 93,043 CHF | 96,619 CHF | 100.00% | 100.00% |
08/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 367,000 | 367,000 | 364,349 | 364,349 | 107,101 CHF | 110,745 CHF | 98.49% | 98.49% |
07/11/2024 | 4.19% | 0.25 CHF | 0.26 CHF | 358,000 | 358,000 | 349,263 | 349,263 | 81,694 CHF | 85,187 CHF | 100.00% | 100.00% |