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 | 4.80% | 0.20 CHF | 0.21 CHF | 925,000 | 925,000 | 921,185 | 921,185 | 187,469 CHF | 196,681 CHF | 100.00% | 100.00% |
19/11/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 890,000 | 890,000 | 886,256 | 886,256 | 179,438 CHF | 188,301 CHF | 99.86% | 99.86% |
18/11/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 910,800 | 910,800 | 907,051 | 907,051 | 193,506 CHF | 202,577 CHF | 100.00% | 100.00% |
15/11/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 924,500 | 924,500 | 920,688 | 920,688 | 195,932 CHF | 205,139 CHF | 100.00% | 100.00% |
14/11/2024 | 4.93% | 0.21 CHF | 0.22 CHF | 981,000 | 981,000 | 976,949 | 976,949 | 193,303 CHF | 203,073 CHF | 100.00% | 100.00% |
13/11/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 942,200 | 942,200 | 940,248 | 940,248 | 179,854 CHF | 189,257 CHF | 100.00% | 100.00% |
12/11/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 881,800 | 881,800 | 878,166 | 878,166 | 186,777 CHF | 195,559 CHF | 99.89% | 99.89% |
11/11/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 853,300 | 853,300 | 857,730 | 857,730 | 190,039 CHF | 198,616 CHF | 100.00% | 100.00% |
08/11/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 900,900 | 900,900 | 889,454 | 889,454 | 192,858 CHF | 201,753 CHF | 98.91% | 98.91% |
07/11/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 922,900 | 922,900 | 946,509 | 946,509 | 203,306 CHF | 212,771 CHF | 100.00% | 100.00% |