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 | 0.53% | 1.90 CHF | 1.91 CHF | 277,400 | 277,400 | 271,900 | 271,900 | 510,651 CHF | 513,370 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 266,100 | 266,100 | 272,742 | 272,735 | 532,833 CHF | 535,548 CHF | 98.78% | 98.78% |
18/11/2024 | 0.54% | 1.94 CHF | 1.95 CHF | 279,900 | 279,900 | 280,776 | 280,776 | 521,520 CHF | 524,327 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 281,700 | 281,700 | 290,691 | 290,691 | 520,949 CHF | 523,856 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 286,532 | 286,532 | 480,441 CHF | 483,307 CHF | 99.91% | 99.91% |
13/11/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 272,300 | 272,300 | 278,747 | 278,747 | 522,376 CHF | 525,163 CHF | 100.00% | 100.00% |
12/11/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 285,500 | 285,500 | 272,948 | 272,948 | 485,369 CHF | 488,099 CHF | 100.00% | 100.00% |
11/11/2024 | 0.52% | 1.78 CHF | 1.79 CHF | 259,700 | 259,700 | 256,682 | 256,682 | 494,928 CHF | 497,495 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 253,500 | 253,500 | 258,671 | 258,671 | 525,745 CHF | 528,332 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 2.10 CHF | 2.11 CHF | 264,100 | 264,100 | 255,499 | 255,499 | 510,969 CHF | 513,524 CHF | 99.41% | 99.41% |