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 | 2.54% | 0.36 CHF | 0.37 CHF | 355,400 | 355,400 | 195,432 | 195,432 | 76,277 CHF | 78,235 CHF | 99.90% | 99.90% |
19/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 367,200 | 367,200 | 201,212 | 201,213 | 74,891 CHF | 76,908 CHF | 100.00% | 100.00% |
18/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 370,800 | 370,800 | 203,682 | 203,682 | 79,182 CHF | 81,223 CHF | 99.55% | 99.55% |
15/11/2024 | 2.29% | 0.39 CHF | 0.40 CHF | 296,000 | 296,000 | 162,395 | 162,395 | 70,598 CHF | 72,225 CHF | 99.90% | 99.90% |
14/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 303,900 | 303,900 | 161,563 | 161,563 | 75,341 CHF | 76,960 CHF | 100.00% | 100.00% |
13/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 314,500 | 314,500 | 172,699 | 172,699 | 74,642 CHF | 76,372 CHF | 100.00% | 100.00% |
12/11/2024 | 2.45% | 0.43 CHF | 0.44 CHF | 340,300 | 340,300 | 186,868 | 186,868 | 77,369 CHF | 79,241 CHF | 100.00% | 100.00% |
11/11/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 313,400 | 313,400 | 172,137 | 172,137 | 76,001 CHF | 77,725 CHF | 100.00% | 100.00% |
08/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 298,000 | 298,000 | 163,990 | 163,990 | 75,679 CHF | 77,322 CHF | 99.19% | 99.19% |
07/11/2024 | 2.29% | 0.47 CHF | 0.48 CHF | 323,400 | 323,400 | 177,560 | 177,560 | 78,480 CHF | 80,259 CHF | 100.00% | 100.00% |