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 | 4.91% | 0.26 CHF | 0.27 CHF | 405,370 | 100,000 | 374,629 | 99,376 | 94,436 CHF | 26,210 CHF | 100.00% | 100.00% |
19/11/2024 | 4.19% | 0.28 CHF | 0.29 CHF | 316,840 | 100,000 | 297,548 | 99,292 | 87,440 CHF | 30,394 CHF | 100.00% | 100.00% |
18/11/2024 | 3.93% | 0.31 CHF | 0.32 CHF | 346,260 | 100,000 | 324,463 | 99,314 | 103,338 CHF | 32,650 CHF | 98.75% | 98.75% |
15/11/2024 | 4.86% | 0.29 CHF | 0.30 CHF | 395,620 | 100,000 | 356,396 | 100,000 | 97,053 CHF | 28,464 CHF | 72.08% | 72.08% |
14/11/2024 | 4.77% | 0.25 CHF | 0.26 CHF | 377,610 | 100,000 | 350,588 | 99,350 | 90,487 CHF | 26,840 CHF | 100.00% | 100.00% |
13/11/2024 | 4.93% | 0.26 CHF | 0.27 CHF | 405,850 | 100,000 | 374,959 | 99,381 | 93,830 CHF | 26,053 CHF | 99.66% | 99.66% |
12/11/2024 | 4.56% | 0.25 CHF | 0.26 CHF | 362,940 | 100,000 | 343,154 | 99,341 | 92,219 CHF | 27,937 CHF | 99.96% | 99.96% |
11/11/2024 | 4.82% | 0.27 CHF | 0.28 CHF | 400,500 | 100,000 | 368,523 | 99,368 | 94,910 CHF | 26,734 CHF | 100.00% | 100.00% |
08/11/2024 | 5.01% | 0.25 CHF | 0.26 CHF | 416,520 | 100,000 | 385,329 | 99,384 | 95,617 CHF | 25,789 CHF | 99.82% | 99.82% |
07/11/2024 | 4.61% | 0.25 CHF | 0.26 CHF | 372,880 | 100,000 | 349,464 | 99,348 | 93,005 CHF | 27,643 CHF | 99.51% | 99.51% |