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 | 1.89% | 0.49 CHF | 0.50 CHF | 415,200 | 415,200 | 415,200 | 415,200 | 217,688 CHF | 221,840 CHF | 99.82% | 99.82% |
19/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 364,600 | 364,600 | 364,600 | 364,600 | 176,986 CHF | 180,632 CHF | 100.00% | 100.00% |
18/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 365,400 | 365,400 | 365,400 | 365,400 | 222,837 CHF | 226,491 CHF | 100.00% | 100.00% |
15/11/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 381,400 | 381,400 | 381,400 | 381,400 | 227,145 CHF | 230,959 CHF | 100.00% | 100.00% |
14/11/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 428,500 | 428,500 | 428,500 | 428,500 | 231,048 CHF | 235,333 CHF | 100.00% | 100.00% |
13/11/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 421,900 | 421,900 | 421,900 | 421,900 | 215,275 CHF | 219,494 CHF | 100.00% | 100.00% |
12/11/2024 | 1.78% | 0.50 CHF | 0.51 CHF | 358,200 | 358,200 | 358,200 | 358,200 | 200,209 CHF | 203,791 CHF | 100.00% | 100.00% |
11/11/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 395,600 | 395,600 | 395,600 | 395,600 | 234,817 CHF | 238,773 CHF | 100.00% | 100.00% |
08/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 369,800 | 369,800 | 369,800 | 369,800 | 202,626 CHF | 206,324 CHF | 100.00% | 100.00% |
07/11/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 369,200 | 369,200 | 369,200 | 369,200 | 228,847 CHF | 232,539 CHF | 99.67% | 99.67% |