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 | 6.17% | 0.16 CHF | 0.17 CHF | 622,600 | 622,600 | 621,442 | 621,442 | 97,673 CHF | 103,888 CHF | 100.00% | 100.00% |
19/11/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 536,000 | 536,000 | 534,879 | 534,879 | 85,401 CHF | 90,750 CHF | 100.00% | 100.00% |
18/11/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 555,600 | 555,600 | 555,600 | 555,600 | 105,562 CHF | 111,118 CHF | 100.00% | 100.00% |
15/11/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 499,400 | 499,400 | 494,608 | 494,608 | 93,662 CHF | 98,608 CHF | 100.00% | 100.00% |
14/11/2024 | 4.99% | 0.21 CHF | 0.22 CHF | 533,300 | 533,300 | 537,175 | 537,175 | 105,374 CHF | 110,746 CHF | 100.00% | 100.00% |
13/11/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 530,600 | 530,600 | 528,084 | 528,084 | 96,258 CHF | 101,539 CHF | 100.00% | 100.00% |
12/11/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 476,900 | 476,900 | 476,900 | 476,900 | 91,387 CHF | 96,156 CHF | 99.86% | 99.86% |
11/11/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 473,200 | 473,200 | 469,627 | 469,627 | 103,340 CHF | 108,036 CHF | 99.64% | 99.64% |
08/11/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 452,900 | 452,900 | 451,437 | 451,437 | 98,281 CHF | 102,796 CHF | 98.70% | 98.70% |
07/11/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 452,000 | 452,000 | 452,000 | 452,000 | 104,740 CHF | 109,260 CHF | 100.00% | 100.00% |