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 | 3.09% | 0.33 CHF | 0.34 CHF | 260,700 | 260,700 | 255,430 | 255,430 | 81,486 CHF | 84,041 CHF | 100.00% | 100.00% |
19/11/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 252,300 | 252,300 | 252,338 | 252,338 | 78,643 CHF | 81,167 CHF | 100.00% | 100.00% |
18/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 255,600 | 255,600 | 253,621 | 253,621 | 77,761 CHF | 80,298 CHF | 100.00% | 100.00% |
15/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 230,000 | 230,000 | 229,409 | 229,409 | 72,501 CHF | 74,795 CHF | 100.00% | 100.00% |
14/11/2024 | 2.75% | 0.34 CHF | 0.35 CHF | 206,900 | 206,900 | 209,908 | 209,908 | 75,468 CHF | 77,567 CHF | 100.00% | 100.00% |
13/11/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 214,100 | 214,100 | 213,073 | 213,073 | 78,613 CHF | 80,744 CHF | 100.00% | 100.00% |
12/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 219,000 | 219,000 | 217,786 | 217,786 | 79,464 CHF | 81,641 CHF | 100.00% | 100.00% |
11/11/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 204,000 | 204,000 | 203,866 | 203,866 | 77,212 CHF | 79,251 CHF | 100.00% | 100.00% |
08/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 190,700 | 190,700 | 190,452 | 190,452 | 72,633 CHF | 74,538 CHF | 100.00% | 100.00% |
07/11/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 190,000 | 190,000 | 189,481 | 189,481 | 76,649 CHF | 78,544 CHF | 100.00% | 100.00% |