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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 117,900 | 117,900 | 118,117 | 118,117 | 83,229 CHF | 84,410 CHF | 99.64% | 99.64% |
20/11/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 148,400 | 148,400 | 147,491 | 147,491 | 83,585 CHF | 85,060 CHF | 99.43% | 99.43% |
19/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 144,800 | 144,800 | 144,751 | 144,751 | 79,482 CHF | 80,930 CHF | 100.00% | 100.00% |
18/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 151,500 | 151,500 | 151,496 | 151,496 | 82,342 CHF | 83,857 CHF | 99.88% | 99.88% |
15/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 156,700 | 156,700 | 157,643 | 157,643 | 82,916 CHF | 84,492 CHF | 100.00% | 100.00% |
14/11/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 171,100 | 171,100 | 172,017 | 172,017 | 84,341 CHF | 86,061 CHF | 98.55% | 98.55% |
13/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 184,600 | 184,600 | 185,426 | 185,426 | 85,092 CHF | 86,946 CHF | 100.00% | 100.00% |
12/11/2024 | 2.15% | 0.43 CHF | 0.44 CHF | 165,300 | 165,300 | 163,321 | 163,321 | 75,140 CHF | 76,773 CHF | 99.88% | 99.88% |
11/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 176,000 | 176,000 | 176,952 | 176,952 | 88,275 CHF | 90,045 CHF | 100.00% | 100.00% |
08/11/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 166,400 | 166,400 | 166,259 | 166,259 | 75,921 CHF | 77,584 CHF | 98.30% | 98.30% |