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 | 1.47% | 0.69 CHF | 0.70 CHF | 280,300 | 280,300 | 124,884 | 124,884 | 86,554 CHF | 87,806 CHF | 99.90% | 99.90% |
19/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 272,100 | 272,100 | 119,796 | 119,796 | 84,475 CHF | 85,676 CHF | 100.00% | 100.00% |
18/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 274,600 | 274,600 | 122,388 | 122,388 | 86,943 CHF | 88,169 CHF | 99.90% | 99.90% |
15/11/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 262,100 | 262,100 | 116,823 | 116,823 | 85,761 CHF | 86,934 CHF | 99.99% | 99.99% |
14/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 262,100 | 262,100 | 116,776 | 116,776 | 87,652 CHF | 88,822 CHF | 99.35% | 99.35% |
13/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 273,100 | 273,100 | 121,185 | 121,185 | 84,978 CHF | 86,192 CHF | 100.00% | 100.00% |
12/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 272,100 | 272,100 | 120,859 | 120,859 | 86,078 CHF | 87,289 CHF | 100.00% | 100.00% |
11/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 267,400 | 267,400 | 118,366 | 118,366 | 85,474 CHF | 86,660 CHF | 99.87% | 99.87% |
08/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 267,000 | 267,000 | 118,524 | 118,524 | 84,095 CHF | 85,283 CHF | 100.00% | 100.00% |
07/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 271,700 | 271,700 | 119,598 | 119,598 | 85,723 CHF | 86,921 CHF | 100.00% | 100.00% |