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 | 5.72% | 0.16 CHF | 0.17 CHF | 196,600 | 196,600 | 199,498 | 199,498 | 33,970 CHF | 35,965 CHF | 99.45% | 99.45% |
19/11/2024 | 3.80% | 0.18 CHF | 0.19 CHF | 200,400 | 200,400 | 241,180 | 239,854 | 37,382 CHF | 38,572 CHF | 98.77% | 98.77% |
18/11/2024 | 4.04% | 0.14 CHF | 0.15 CHF | 253,300 | 253,300 | 307,699 | 305,771 | 37,296 CHF | 38,593 CHF | 98.78% | 98.78% |
15/11/2024 | 4.70% | 0.11 CHF | 0.11 CHF | 324,100 | 324,100 | 374,473 | 374,473 | 38,937 CHF | 40,810 CHF | 100.00% | 100.00% |
14/11/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 390,500 | 390,500 | 337,364 | 337,364 | 28,736 CHF | 30,423 CHF | 100.00% | 100.00% |
13/11/2024 | 4.87% | 0.10 CHF | 0.10 CHF | 322,000 | 322,000 | 283,478 | 280,705 | 28,404 CHF | 29,530 CHF | 100.00% | 100.00% |
12/11/2024 | 4.32% | 0.10 CHF | 0.11 CHF | 271,600 | 271,600 | 235,738 | 235,738 | 26,668 CHF | 27,847 CHF | 99.83% | 99.83% |
11/11/2024 | 5.86% | 0.14 CHF | 0.14 CHF | 226,100 | 226,100 | 197,653 | 197,653 | 28,692 CHF | 30,395 CHF | 99.74% | 99.74% |
08/11/2024 | 5.87% | 0.15 CHF | 0.16 CHF | 188,600 | 188,600 | 168,583 | 169,503 | 27,871 CHF | 29,732 CHF | 99.94% | 99.94% |
07/11/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 163,700 | 163,700 | 158,430 | 158,382 | 33,449 CHF | 35,022 CHF | 99.69% | 99.69% |