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 | 2.91% | 0.34 CHF | 0.35 CHF | 659,900 | 659,900 | 648,190 | 648,190 | 219,602 CHF | 226,084 CHF | 100.00% | 100.00% |
19/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 640,500 | 640,500 | 669,488 | 669,488 | 235,044 CHF | 241,738 CHF | 100.00% | 100.00% |
18/11/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 688,700 | 688,700 | 687,437 | 687,437 | 229,281 CHF | 236,155 CHF | 100.00% | 100.00% |
15/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 686,900 | 686,900 | 693,327 | 693,327 | 227,442 CHF | 234,376 CHF | 98.67% | 98.67% |
14/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 697,500 | 697,500 | 652,101 | 652,101 | 211,222 CHF | 217,743 CHF | 99.91% | 99.91% |
13/11/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 622,600 | 622,600 | 616,532 | 616,532 | 218,915 CHF | 225,080 CHF | 100.00% | 100.00% |
12/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 612,600 | 612,600 | 605,447 | 605,447 | 218,993 CHF | 225,047 CHF | 100.00% | 100.00% |
11/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 600,800 | 600,800 | 557,452 | 557,452 | 208,334 CHF | 213,908 CHF | 100.00% | 100.00% |
08/11/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 528,900 | 528,900 | 542,879 | 542,879 | 227,158 CHF | 232,587 CHF | 100.00% | 100.00% |
07/11/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 552,200 | 552,200 | 559,092 | 559,092 | 225,921 CHF | 231,512 CHF | 100.00% | 100.00% |