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 | 0.49% | 4.00 CHF | 4.02 CHF | 98,500 | 98,500 | 98,500 | 98,500 | 399,863 CHF | 401,833 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 3.88 CHF | 3.90 CHF | 98,800 | 98,800 | 98,800 | 98,800 | 385,217 CHF | 387,193 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 3.92 CHF | 3.94 CHF | 108,500 | 108,500 | 108,500 | 108,500 | 394,552 CHF | 396,722 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 3.84 CHF | 3.86 CHF | 100,700 | 100,700 | 100,700 | 100,700 | 376,134 CHF | 378,148 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 3.89 CHF | 3.91 CHF | 101,900 | 101,900 | 101,900 | 101,900 | 396,495 CHF | 398,533 CHF | 99.91% | 99.91% |
13/11/2024 | 0.53% | 3.75 CHF | 3.77 CHF | 103,200 | 103,200 | 103,200 | 103,200 | 385,419 CHF | 387,483 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 3.65 CHF | 3.67 CHF | 103,800 | 103,800 | 103,800 | 103,800 | 393,846 CHF | 395,922 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 3.70 CHF | 3.72 CHF | 93,100 | 93,100 | 93,100 | 93,100 | 367,796 CHF | 369,658 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 4.20 CHF | 4.22 CHF | 85,200 | 85,200 | 85,200 | 85,200 | 375,657 CHF | 377,361 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 4.65 CHF | 4.67 CHF | 87,600 | 87,600 | 87,600 | 87,600 | 390,993 CHF | 392,745 CHF | 100.00% | 100.00% |