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 | 5.37% | 0.18 CHF | 0.19 CHF | 296,700 | 296,700 | 295,140 | 295,140 | 53,531 CHF | 56,483 CHF | 100.00% | 100.00% |
19/11/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 238,200 | 238,200 | 235,862 | 235,862 | 48,679 CHF | 51,038 CHF | 100.00% | 100.00% |
18/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 232,500 | 232,500 | 232,500 | 232,500 | 50,136 CHF | 52,461 CHF | 100.00% | 100.00% |
15/11/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 224,100 | 224,100 | 224,405 | 224,405 | 50,157 CHF | 52,401 CHF | 100.00% | 100.00% |
14/11/2024 | 4.48% | 0.23 CHF | 0.24 CHF | 231,000 | 231,000 | 234,123 | 234,123 | 51,083 CHF | 53,424 CHF | 99.35% | 99.35% |
13/11/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 233,200 | 233,200 | 231,261 | 231,261 | 50,479 CHF | 52,791 CHF | 100.00% | 100.00% |
12/11/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 221,500 | 221,500 | 217,886 | 217,886 | 49,079 CHF | 51,258 CHF | 100.00% | 100.00% |
11/11/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 226,500 | 226,500 | 226,492 | 226,492 | 53,242 CHF | 55,507 CHF | 99.93% | 99.93% |
08/11/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 225,500 | 225,500 | 224,445 | 224,445 | 49,114 CHF | 51,359 CHF | 100.00% | 100.00% |
07/11/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 215,900 | 215,900 | 215,891 | 215,891 | 50,239 CHF | 52,398 CHF | 100.00% | 100.00% |