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 | 5.06% | 0.21 CHF | 0.22 CHF | 267,400 | 267,400 | 260,082 | 260,082 | 50,152 CHF | 52,753 CHF | 100.00% | 100.00% |
19/11/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 267,300 | 267,300 | 272,524 | 272,524 | 55,928 CHF | 58,653 CHF | 100.00% | 100.00% |
18/11/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 292,600 | 292,600 | 290,444 | 290,444 | 53,183 CHF | 56,088 CHF | 100.00% | 100.00% |
15/11/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 245,600 | 245,600 | 246,110 | 246,110 | 44,084 CHF | 46,545 CHF | 100.00% | 100.00% |
14/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 236,100 | 236,100 | 238,375 | 238,375 | 48,840 CHF | 51,224 CHF | 100.00% | 100.00% |
13/11/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 268,800 | 268,800 | 261,871 | 261,871 | 52,811 CHF | 55,429 CHF | 100.00% | 100.00% |
12/11/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 278,200 | 278,200 | 277,051 | 277,051 | 52,271 CHF | 55,042 CHF | 99.86% | 99.86% |
11/11/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 257,600 | 257,600 | 264,041 | 264,041 | 49,615 CHF | 52,255 CHF | 99.67% | 99.67% |
08/11/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 251,600 | 251,600 | 249,431 | 249,431 | 47,012 CHF | 49,506 CHF | 99.17% | 99.17% |
07/11/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 258,200 | 258,200 | 257,135 | 257,135 | 50,563 CHF | 53,134 CHF | 100.00% | 100.00% |