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 | 6.28% | 0.17 CHF | 0.18 CHF | 403,700 | 403,700 | 376,216 | 376,216 | 58,150 CHF | 61,912 CHF | 100.00% | 100.00% |
19/11/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 408,400 | 408,400 | 408,400 | 408,400 | 72,757 CHF | 76,841 CHF | 99.90% | 99.90% |
18/11/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 444,500 | 444,500 | 438,114 | 438,114 | 73,432 CHF | 77,813 CHF | 100.00% | 100.00% |
15/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 373,600 | 373,600 | 381,638 | 381,638 | 59,971 CHF | 63,787 CHF | 100.00% | 100.00% |
14/11/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 457,000 | 457,000 | 453,527 | 453,527 | 75,252 CHF | 79,787 CHF | 100.00% | 100.00% |
13/11/2024 | 5.69% | 0.16 CHF | 0.17 CHF | 367,300 | 367,300 | 387,127 | 387,127 | 66,395 CHF | 70,266 CHF | 100.00% | 100.00% |
12/11/2024 | 5.94% | 0.17 CHF | 0.18 CHF | 475,400 | 475,400 | 446,864 | 446,864 | 73,080 CHF | 77,549 CHF | 99.92% | 99.92% |
11/11/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 392,300 | 392,300 | 392,300 | 392,300 | 56,059 CHF | 59,982 CHF | 100.00% | 100.00% |
08/11/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 366,800 | 366,800 | 366,800 | 366,800 | 58,487 CHF | 62,155 CHF | 98.94% | 98.94% |
07/11/2024 | 5.85% | 0.18 CHF | 0.19 CHF | 388,400 | 388,400 | 368,980 | 368,980 | 61,479 CHF | 65,169 CHF | 100.00% | 100.00% |