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 | 3.38% | 0.30 CHF | 0.31 CHF | 457,300 | 457,300 | 448,710 | 448,710 | 130,542 CHF | 135,029 CHF | 100.00% | 100.00% |
19/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 476,600 | 476,600 | 474,279 | 474,279 | 136,890 CHF | 141,633 CHF | 100.00% | 100.00% |
18/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 470,900 | 470,900 | 467,999 | 467,999 | 127,502 CHF | 132,182 CHF | 100.00% | 100.00% |
15/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 445,500 | 445,500 | 444,948 | 444,948 | 118,269 CHF | 122,719 CHF | 100.00% | 100.00% |
14/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 413,000 | 413,000 | 414,324 | 414,324 | 119,096 CHF | 123,239 CHF | 99.35% | 99.35% |
13/11/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 479,700 | 479,700 | 469,487 | 469,487 | 138,126 CHF | 142,821 CHF | 100.00% | 100.00% |
12/11/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 482,500 | 482,500 | 475,005 | 475,005 | 126,633 CHF | 131,383 CHF | 100.00% | 100.00% |
11/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 464,200 | 464,200 | 463,355 | 463,355 | 123,381 CHF | 128,014 CHF | 99.93% | 99.93% |
08/11/2024 | 3.63% | 0.28 CHF | 0.29 CHF | 517,700 | 517,700 | 509,706 | 509,706 | 137,810 CHF | 142,907 CHF | 100.00% | 100.00% |
07/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 451,700 | 451,700 | 450,267 | 450,267 | 107,761 CHF | 112,264 CHF | 100.00% | 100.00% |