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 | 0.78% | 1.27 CHF | 1.28 CHF | 262,100 | 262,100 | 258,917 | 258,917 | 331,987 CHF | 334,576 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 256,800 | 256,800 | 264,876 | 264,876 | 347,361 CHF | 350,010 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 270,200 | 270,200 | 269,839 | 269,839 | 341,546 CHF | 344,244 CHF | 100.00% | 100.00% |
15/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 269,800 | 269,800 | 271,514 | 271,514 | 340,354 CHF | 343,069 CHF | 98.67% | 98.67% |
14/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 272,600 | 272,600 | 260,373 | 260,373 | 324,130 CHF | 326,734 CHF | 99.91% | 99.91% |
13/11/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 252,400 | 252,400 | 250,658 | 250,658 | 331,207 CHF | 333,714 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 249,600 | 249,600 | 247,556 | 247,556 | 330,627 CHF | 333,103 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 246,300 | 246,300 | 233,974 | 233,974 | 319,635 CHF | 321,975 CHF | 100.00% | 100.00% |
08/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 225,900 | 225,900 | 230,058 | 230,058 | 337,620 CHF | 339,920 CHF | 100.00% | 100.00% |
07/11/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 232,800 | 232,800 | 234,795 | 234,795 | 336,582 CHF | 338,930 CHF | 100.00% | 100.00% |