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 | 2.79% | 0.34 CHF | 0.35 CHF | 358,200 | 358,200 | 156,472 | 156,472 | 55,756 CHF | 57,323 CHF | 99.90% | 99.90% |
19/11/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 368,400 | 368,400 | 164,387 | 164,387 | 56,716 CHF | 58,362 CHF | 99.84% | 99.84% |
18/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 370,500 | 370,500 | 164,852 | 164,852 | 57,950 CHF | 59,602 CHF | 99.90% | 99.90% |
15/11/2024 | 2.51% | 0.36 CHF | 0.37 CHF | 302,000 | 302,000 | 132,425 | 132,425 | 50,953 CHF | 52,280 CHF | 99.90% | 99.90% |
14/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 264,800 | 264,800 | 118,146 | 118,146 | 55,999 CHF | 57,183 CHF | 100.00% | 100.00% |
13/11/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 293,800 | 293,800 | 131,090 | 131,090 | 58,059 CHF | 59,372 CHF | 100.00% | 100.00% |
12/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 292,000 | 292,000 | 129,940 | 129,940 | 57,910 CHF | 59,211 CHF | 99.86% | 99.86% |
11/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 263,000 | 263,000 | 117,307 | 117,307 | 55,677 CHF | 56,852 CHF | 99.90% | 99.90% |
08/11/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 252,600 | 252,600 | 113,283 | 113,283 | 56,455 CHF | 57,590 CHF | 98.88% | 98.88% |
07/11/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 255,300 | 255,300 | 113,838 | 113,838 | 58,051 CHF | 59,192 CHF | 99.90% | 99.90% |