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 | 1.50% | 0.64 CHF | 0.65 CHF | 476,100 | 476,100 | 210,957 | 210,957 | 140,102 CHF | 142,219 CHF | 99.90% | 99.90% |
19/11/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 502,900 | 502,900 | 225,577 | 225,577 | 144,691 CHF | 146,951 CHF | 100.00% | 100.00% |
18/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 487,100 | 487,100 | 216,937 | 216,937 | 148,309 CHF | 150,483 CHF | 99.90% | 99.90% |
15/11/2024 | 1.29% | 0.70 CHF | 0.71 CHF | 401,500 | 401,500 | 173,217 | 173,217 | 133,509 CHF | 135,255 CHF | 99.69% | 99.69% |
14/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 367,600 | 367,600 | 159,558 | 159,558 | 143,850 CHF | 145,449 CHF | 100.00% | 100.00% |
13/11/2024 | 1.25% | 0.87 CHF | 0.88 CHF | 403,000 | 403,000 | 181,178 | 181,178 | 148,800 CHF | 150,615 CHF | 100.00% | 100.00% |
12/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 429,200 | 429,200 | 191,467 | 191,467 | 146,086 CHF | 148,004 CHF | 100.00% | 100.00% |
11/11/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 417,300 | 417,300 | 185,092 | 185,092 | 145,522 CHF | 147,376 CHF | 100.00% | 100.00% |
08/11/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 402,000 | 402,000 | 179,404 | 179,404 | 143,863 CHF | 145,660 CHF | 100.00% | 100.00% |
07/11/2024 | 1.32% | 0.83 CHF | 0.84 CHF | 424,400 | 424,400 | 189,507 | 189,507 | 150,339 CHF | 152,240 CHF | 99.33% | 99.33% |