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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 265,600 | 265,600 | 283,422 | 283,422 | 855,683 CHF | 858,517 CHF | 100.00% | 100.00% |
20/11/2024 | 0.40% | 2.59 CHF | 2.60 CHF | 304,100 | 304,100 | 316,202 | 316,202 | 779,541 CHF | 782,703 CHF | 100.00% | 100.00% |
19/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 317,800 | 317,800 | 329,682 | 329,682 | 808,322 CHF | 811,619 CHF | 98.78% | 98.78% |
18/11/2024 | 0.45% | 2.33 CHF | 2.34 CHF | 331,300 | 331,300 | 357,962 | 357,962 | 800,190 CHF | 803,770 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 361,500 | 361,500 | 365,168 | 365,168 | 752,840 CHF | 756,491 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 2.08 CHF | 2.09 CHF | 365,600 | 365,600 | 337,496 | 337,496 | 665,586 CHF | 668,961 CHF | 99.91% | 99.91% |
13/11/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 333,800 | 333,800 | 327,057 | 327,057 | 762,882 CHF | 766,153 CHF | 100.00% | 100.00% |
12/11/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 326,200 | 326,200 | 312,094 | 312,094 | 713,323 CHF | 716,444 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 2.38 CHF | 2.39 CHF | 310,200 | 310,200 | 260,761 | 260,761 | 702,110 CHF | 704,717 CHF | 100.00% | 100.00% |
08/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 254,300 | 254,300 | 253,505 | 253,505 | 770,824 CHF | 773,359 CHF | 100.00% | 100.00% |