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 | 0.40% | 2.55 CHF | 2.56 CHF | 258,500 | 258,500 | 280,823 | 280,823 | 694,777 CHF | 697,586 CHF | 100.00% | 100.00% |
20/11/2024 | 0.51% | 2.07 CHF | 2.08 CHF | 307,100 | 307,100 | 322,824 | 322,824 | 632,434 CHF | 635,663 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 324,900 | 324,900 | 340,566 | 340,566 | 663,730 CHF | 667,136 CHF | 98.78% | 98.78% |
18/11/2024 | 0.57% | 1.84 CHF | 1.85 CHF | 342,700 | 342,700 | 378,103 | 378,103 | 661,870 CHF | 665,651 CHF | 100.00% | 100.00% |
15/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 382,800 | 382,800 | 387,720 | 387,720 | 618,044 CHF | 621,922 CHF | 100.00% | 100.00% |
14/11/2024 | 0.66% | 1.62 CHF | 1.63 CHF | 388,300 | 388,300 | 350,032 | 350,032 | 526,947 CHF | 530,447 CHF | 99.91% | 99.91% |
13/11/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 345,000 | 345,000 | 336,038 | 336,038 | 625,665 CHF | 629,025 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 334,900 | 334,900 | 316,207 | 316,207 | 575,479 CHF | 578,641 CHF | 100.00% | 100.00% |
11/11/2024 | 0.44% | 1.92 CHF | 1.93 CHF | 313,700 | 313,700 | 249,402 | 249,390 | 560,780 CHF | 563,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 241,000 | 241,000 | 240,116 | 240,114 | 632,497 CHF | 634,893 CHF | 100.00% | 100.00% |