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 | 6.05% | 0.15 CHF | 0.16 CHF | 399,700 | 399,700 | 392,136 | 392,136 | 62,981 CHF | 66,902 CHF | 100.00% | 100.00% |
19/11/2024 | 6.06% | 0.17 CHF | 0.18 CHF | 361,500 | 361,500 | 359,740 | 359,740 | 57,612 CHF | 61,209 CHF | 100.00% | 100.00% |
18/11/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 353,900 | 353,900 | 351,728 | 351,728 | 65,804 CHF | 69,321 CHF | 100.00% | 100.00% |
15/11/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 367,300 | 367,300 | 366,851 | 366,851 | 72,099 CHF | 75,767 CHF | 100.00% | 100.00% |
14/11/2024 | 5.73% | 0.18 CHF | 0.19 CHF | 418,600 | 418,600 | 419,946 | 419,946 | 71,293 CHF | 75,492 CHF | 99.35% | 99.35% |
13/11/2024 | 5.89% | 0.14 CHF | 0.16 CHF | 355,400 | 355,400 | 347,819 | 347,819 | 57,774 CHF | 61,252 CHF | 100.00% | 100.00% |
12/11/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 326,500 | 326,500 | 321,412 | 321,412 | 65,941 CHF | 69,155 CHF | 100.00% | 100.00% |
11/11/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 331,300 | 331,300 | 330,698 | 330,698 | 68,826 CHF | 72,133 CHF | 99.93% | 99.93% |
08/11/2024 | 4.85% | 0.19 CHF | 0.20 CHF | 290,400 | 290,400 | 285,947 | 285,947 | 57,657 CHF | 60,516 CHF | 100.00% | 100.00% |
07/11/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 309,600 | 309,600 | 308,621 | 308,621 | 80,778 CHF | 83,864 CHF | 100.00% | 100.00% |