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 | 4.62% | 0.21 CHF | 0.22 CHF | 360,100 | 360,100 | 352,861 | 352,861 | 74,647 CHF | 78,175 CHF | 100.00% | 100.00% |
19/11/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 352,400 | 352,400 | 352,450 | 352,450 | 76,014 CHF | 79,539 CHF | 100.00% | 100.00% |
18/11/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 349,500 | 349,500 | 346,795 | 346,795 | 76,736 CHF | 80,204 CHF | 100.00% | 100.00% |
15/11/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 370,500 | 370,500 | 369,545 | 369,545 | 79,979 CHF | 83,675 CHF | 100.00% | 100.00% |
14/11/2024 | 5.11% | 0.20 CHF | 0.21 CHF | 400,500 | 400,500 | 406,312 | 406,312 | 77,584 CHF | 81,647 CHF | 100.00% | 100.00% |
13/11/2024 | 5.22% | 0.19 CHF | 0.20 CHF | 408,400 | 408,400 | 406,434 | 406,434 | 75,813 CHF | 79,877 CHF | 100.00% | 100.00% |
12/11/2024 | 5.17% | 0.19 CHF | 0.20 CHF | 402,800 | 402,800 | 400,562 | 400,562 | 75,491 CHF | 79,497 CHF | 100.00% | 100.00% |
11/11/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 419,200 | 419,200 | 418,912 | 418,912 | 76,268 CHF | 80,457 CHF | 100.00% | 100.00% |
08/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 435,500 | 435,500 | 434,937 | 434,937 | 79,389 CHF | 83,739 CHF | 100.00% | 100.00% |
07/11/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 445,200 | 445,200 | 443,998 | 443,998 | 76,983 CHF | 81,423 CHF | 100.00% | 100.00% |