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 | 0.76% | 1.27 CHF | 1.28 CHF | 298,900 | 298,900 | 132,491 | 132,491 | 174,029 CHF | 175,358 CHF | 99.90% | 99.90% |
19/11/2024 | 0.80% | 1.32 CHF | 1.33 CHF | 311,500 | 311,500 | 139,689 | 139,689 | 178,247 CHF | 179,646 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 303,200 | 303,200 | 135,035 | 135,035 | 181,469 CHF | 182,822 CHF | 99.90% | 99.90% |
15/11/2024 | 0.68% | 1.37 CHF | 1.38 CHF | 263,200 | 263,200 | 113,587 | 113,587 | 167,198 CHF | 168,342 CHF | 99.69% | 99.69% |
14/11/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 244,200 | 244,200 | 106,016 | 106,016 | 176,718 CHF | 177,780 CHF | 100.00% | 100.00% |
13/11/2024 | 0.67% | 1.61 CHF | 1.62 CHF | 261,800 | 261,800 | 117,744 | 117,744 | 181,692 CHF | 182,871 CHF | 100.00% | 100.00% |
12/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 276,200 | 276,200 | 123,243 | 123,243 | 179,372 CHF | 180,607 CHF | 100.00% | 100.00% |
11/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 270,500 | 270,500 | 119,990 | 119,990 | 178,670 CHF | 179,872 CHF | 100.00% | 100.00% |
08/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 263,100 | 263,100 | 117,441 | 117,441 | 177,268 CHF | 178,445 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 1.55 CHF | 1.56 CHF | 274,100 | 274,100 | 122,401 | 122,401 | 183,250 CHF | 184,478 CHF | 99.33% | 99.33% |