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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 6.46% | 0.14 CHF | 0.16 CHF | 262,000 | 262,000 | 262,397 | 262,397 | 39,330 CHF | 41,954 CHF | 100.00% | 100.00% |
22/11/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 248,600 | 248,600 | 248,600 | 248,600 | 38,813 CHF | 41,299 CHF | 100.00% | 100.00% |
20/11/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 252,700 | 252,700 | 252,700 | 252,700 | 40,758 CHF | 43,285 CHF | 100.00% | 100.00% |
19/11/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 247,500 | 247,500 | 247,500 | 247,500 | 41,783 CHF | 44,258 CHF | 100.00% | 100.00% |
18/11/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 238,800 | 238,800 | 238,800 | 238,800 | 40,201 CHF | 42,589 CHF | 100.00% | 100.00% |
15/11/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 233,400 | 233,400 | 233,400 | 233,400 | 39,946 CHF | 42,280 CHF | 100.00% | 100.00% |
14/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 224,300 | 224,300 | 224,300 | 224,300 | 39,644 CHF | 41,887 CHF | 100.00% | 100.00% |
13/11/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 233,000 | 233,000 | 233,000 | 233,000 | 41,532 CHF | 43,862 CHF | 100.00% | 100.00% |
12/11/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 263,500 | 263,500 | 263,500 | 263,500 | 44,291 CHF | 46,926 CHF | 100.00% | 100.00% |
11/11/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 239,100 | 239,100 | 239,100 | 239,100 | 37,979 CHF | 40,370 CHF | 100.00% | 100.00% |