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 | 5.45% | 0.20 CHF | 0.21 CHF | 417,800 | 417,800 | 417,800 | 417,800 | 74,712 CHF | 78,890 CHF | 100.00% | 100.00% |
19/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 438,600 | 438,600 | 438,600 | 438,600 | 89,966 CHF | 94,352 CHF | 100.00% | 100.00% |
18/11/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 484,400 | 484,400 | 484,400 | 484,400 | 91,011 CHF | 95,855 CHF | 100.00% | 100.00% |
15/11/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 518,500 | 518,500 | 518,500 | 518,500 | 85,219 CHF | 90,404 CHF | 100.00% | 100.00% |
14/11/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 469,400 | 469,400 | 469,400 | 469,400 | 75,618 CHF | 80,312 CHF | 100.00% | 100.00% |
13/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 451,600 | 451,600 | 451,600 | 451,600 | 82,508 CHF | 87,024 CHF | 100.00% | 100.00% |
12/11/2024 | 5.88% | 0.19 CHF | 0.20 CHF | 546,800 | 546,800 | 546,800 | 546,800 | 90,375 CHF | 95,843 CHF | 99.86% | 99.86% |
11/11/2024 | 6.48% | 0.14 CHF | 0.16 CHF | 482,900 | 482,900 | 482,900 | 482,900 | 72,117 CHF | 76,946 CHF | 99.66% | 99.66% |
08/11/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 495,100 | 495,100 | 495,100 | 495,100 | 84,951 CHF | 89,902 CHF | 98.72% | 98.72% |
07/11/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 500,500 | 500,500 | 500,500 | 500,500 | 82,759 CHF | 87,764 CHF | 100.00% | 100.00% |