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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 255,300 | 255,300 | 252,873 | 252,873 | 132,977 CHF | 135,506 CHF | 100.00% | 100.00% |
20/11/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 267,100 | 267,100 | 267,871 | 267,871 | 133,718 CHF | 136,396 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 279,000 | 279,000 | 281,684 | 281,684 | 132,077 CHF | 134,893 CHF | 99.90% | 99.90% |
18/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 274,100 | 274,100 | 273,825 | 273,825 | 128,642 CHF | 131,380 CHF | 100.00% | 100.00% |
15/11/2024 | 1.74% | 0.48 CHF | 0.49 CHF | 197,600 | 197,600 | 191,777 | 191,777 | 109,816 CHF | 111,734 CHF | 100.00% | 100.00% |
14/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 184,100 | 184,100 | 183,715 | 183,715 | 129,928 CHF | 131,765 CHF | 100.00% | 100.00% |
13/11/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 183,300 | 183,300 | 184,239 | 184,239 | 126,611 CHF | 128,453 CHF | 100.00% | 100.00% |
12/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 186,600 | 186,600 | 187,586 | 187,586 | 134,910 CHF | 136,786 CHF | 99.92% | 99.92% |
11/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 192,700 | 192,700 | 192,871 | 192,871 | 135,454 CHF | 137,383 CHF | 100.00% | 100.00% |
08/11/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 196,300 | 196,300 | 197,138 | 197,138 | 130,248 CHF | 132,220 CHF | 98.95% | 98.95% |