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 | 6.20% | 0.18 CHF | 0.19 CHF | 434,900 | 434,900 | 170,053 | 170,053 | 32,687 CHF | 34,620 CHF | 99.82% | 99.82% |
19/11/2024 | 8.90% | 0.25 CHF | 0.26 CHF | 331,900 | 331,900 | 91,302 | 91,302 | 23,169 CHF | 24,261 CHF | 99.92% | 99.92% |
18/11/2024 | 4.39% | 0.26 CHF | 0.27 CHF | 398,900 | 398,900 | 146,880 | 146,880 | 34,599 CHF | 36,071 CHF | 99.89% | 99.89% |
15/11/2024 | 4.90% | 0.25 CHF | 0.26 CHF | 330,700 | 330,700 | 124,403 | 124,403 | 31,464 CHF | 32,885 CHF | 99.52% | 99.52% |
14/11/2024 | 4.51% | 0.27 CHF | 0.28 CHF | 333,500 | 333,500 | 131,776 | 131,776 | 36,419 CHF | 37,913 CHF | 100.00% | 100.00% |
13/11/2024 | 2.95% | 0.29 CHF | 0.30 CHF | 253,100 | 253,100 | 94,270 | 94,270 | 31,064 CHF | 32,008 CHF | 100.00% | 100.00% |
12/11/2024 | 4.47% | 0.37 CHF | 0.38 CHF | 220,200 | 220,200 | 53,433 | 53,433 | 20,698 CHF | 21,305 CHF | 99.95% | 99.95% |
11/11/2024 | 4.24% | 0.45 CHF | 0.46 CHF | 182,100 | 182,100 | 50,155 | 50,155 | 23,526 CHF | 24,078 CHF | 99.87% | 99.87% |
08/11/2024 | 2.29% | 0.48 CHF | 0.49 CHF | 197,800 | 197,800 | 79,491 | 79,491 | 36,036 CHF | 36,832 CHF | 100.00% | 100.00% |
07/11/2024 | 2.41% | 0.45 CHF | 0.46 CHF | 220,800 | 220,800 | 85,879 | 85,879 | 37,354 CHF | 38,218 CHF | 99.87% | 99.87% |