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 | 2.48% | 0.41 CHF | 0.42 CHF | 471,400 | 471,400 | 471,400 | 471,400 | 187,967 CHF | 192,681 CHF | 100.00% | 100.00% |
19/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 499,600 | 499,600 | 499,600 | 499,600 | 200,368 CHF | 205,364 CHF | 99.87% | 99.87% |
18/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 522,400 | 522,400 | 517,307 | 517,307 | 198,089 CHF | 203,262 CHF | 100.00% | 100.00% |
15/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 562,200 | 562,200 | 563,330 | 563,330 | 206,570 CHF | 212,203 CHF | 100.00% | 100.00% |
14/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 578,400 | 578,400 | 578,400 | 578,400 | 197,414 CHF | 203,198 CHF | 100.00% | 100.00% |
13/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 571,800 | 571,800 | 560,889 | 560,889 | 183,613 CHF | 189,222 CHF | 100.00% | 100.00% |
12/11/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 604,500 | 604,500 | 594,809 | 594,809 | 196,297 CHF | 202,246 CHF | 99.89% | 99.89% |
11/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 557,400 | 557,400 | 557,400 | 557,400 | 177,868 CHF | 183,442 CHF | 100.00% | 100.00% |
08/11/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 606,900 | 606,900 | 594,333 | 594,333 | 194,527 CHF | 200,470 CHF | 98.92% | 98.92% |
07/11/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 568,400 | 568,400 | 568,400 | 568,400 | 179,952 CHF | 185,636 CHF | 100.00% | 100.00% |