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 | 1.78% | 0.56 CHF | 0.57 CHF | 367,700 | 367,700 | 163,935 | 163,935 | 92,448 CHF | 94,091 CHF | 99.90% | 99.90% |
19/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 359,700 | 359,700 | 160,509 | 160,509 | 89,368 CHF | 90,976 CHF | 100.00% | 100.00% |
18/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 337,600 | 337,600 | 157,982 | 157,982 | 95,178 CHF | 96,761 CHF | 99.90% | 99.90% |
15/11/2024 | 1.71% | 0.63 CHF | 0.64 CHF | 326,600 | 326,600 | 151,002 | 151,002 | 90,880 CHF | 92,398 CHF | 99.90% | 99.90% |
14/11/2024 | 3.00% | 0.61 CHF | 0.62 CHF | 313,600 | 313,600 | 102,834 | 102,834 | 63,162 CHF | 64,539 CHF | 96.92% | 96.92% |
13/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 307,200 | 307,200 | 137,253 | 137,253 | 90,170 CHF | 91,545 CHF | 99.92% | 99.92% |
12/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 308,700 | 308,700 | 136,952 | 136,952 | 91,191 CHF | 92,563 CHF | 100.00% | 100.00% |
11/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 320,200 | 320,200 | 143,421 | 143,421 | 95,555 CHF | 96,995 CHF | 99.83% | 99.83% |
08/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 336,300 | 336,300 | 149,375 | 149,375 | 92,856 CHF | 94,353 CHF | 100.00% | 100.00% |
07/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 341,000 | 341,000 | 152,155 | 152,155 | 93,594 CHF | 95,118 CHF | 100.00% | 100.00% |