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 | 6.11% | 0.15 CHF | 0.16 CHF | 90,700 | 90,700 | 89,633 | 89,633 | 14,244 CHF | 15,140 CHF | 100.00% | 100.00% |
19/11/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 79,100 | 79,100 | 80,507 | 80,507 | 12,611 CHF | 13,416 CHF | 100.00% | 100.00% |
18/11/2024 | 5.33% | 0.19 CHF | 0.20 CHF | 78,100 | 78,100 | 77,965 | 77,965 | 14,234 CHF | 15,014 CHF | 97.41% | 97.41% |
15/11/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 81,300 | 81,300 | 79,977 | 79,977 | 14,452 CHF | 15,251 CHF | 100.00% | 100.00% |
14/11/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 85,600 | 85,600 | 85,868 | 85,868 | 13,807 CHF | 14,666 CHF | 100.00% | 100.00% |
13/11/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 73,400 | 73,400 | 73,400 | 73,400 | 12,302 CHF | 13,036 CHF | 100.00% | 100.00% |
12/11/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 56,000 | 56,000 | 55,048 | 55,048 | 10,424 CHF | 10,974 CHF | 96.77% | 96.77% |
11/11/2024 | 3.45% | 0.27 CHF | 0.28 CHF | 55,900 | 55,900 | 55,876 | 55,876 | 15,912 CHF | 16,470 CHF | 99.70% | 99.70% |
08/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 44,600 | 44,600 | 44,590 | 44,590 | 12,479 CHF | 12,925 CHF | 95.10% | 95.10% |
07/11/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 45,600 | 45,600 | 45,410 | 45,410 | 15,662 CHF | 16,116 CHF | 99.44% | 99.44% |