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 | 2.26% | 0.22 CHF | 0.22 CHF | 492,100 | 492,100 | 492,100 | 492,100 | 107,555 CHF | 110,015 CHF | 99.45% | 99.45% |
19/11/2024 | 2.24% | 0.23 CHF | 0.23 CHF | 492,100 | 492,100 | 504,825 | 504,825 | 111,485 CHF | 114,009 CHF | 98.78% | 98.78% |
18/11/2024 | 2.32% | 0.23 CHF | 0.23 CHF | 508,600 | 508,600 | 526,237 | 526,237 | 112,047 CHF | 114,678 CHF | 98.78% | 98.78% |
15/11/2024 | 2.42% | 0.20 CHF | 0.21 CHF | 531,800 | 531,800 | 544,480 | 544,480 | 111,001 CHF | 113,724 CHF | 100.00% | 100.00% |
14/11/2024 | 2.55% | 0.20 CHF | 0.20 CHF | 548,500 | 548,500 | 529,173 | 529,173 | 102,363 CHF | 105,009 CHF | 100.00% | 100.00% |
13/11/2024 | 2.44% | 0.20 CHF | 0.21 CHF | 523,600 | 523,600 | 511,982 | 511,982 | 103,480 CHF | 106,040 CHF | 100.00% | 100.00% |
12/11/2024 | 2.39% | 0.20 CHF | 0.21 CHF | 508,400 | 508,400 | 488,132 | 488,132 | 101,038 CHF | 103,479 CHF | 99.82% | 99.82% |
11/11/2024 | 2.16% | 0.22 CHF | 0.22 CHF | 482,700 | 482,700 | 466,329 | 466,329 | 106,978 CHF | 109,310 CHF | 99.74% | 99.74% |
08/11/2024 | 2.11% | 0.23 CHF | 0.23 CHF | 461,100 | 461,100 | 459,873 | 459,873 | 107,866 CHF | 110,166 CHF | 100.00% | 100.00% |
07/11/2024 | 2.09% | 0.25 CHF | 0.25 CHF | 459,500 | 459,500 | 475,299 | 475,299 | 112,459 CHF | 114,836 CHF | 99.96% | 99.96% |