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 | 2.49% | 0.38 CHF | 0.39 CHF | 484,400 | 484,400 | 489,165 | 489,165 | 194,281 CHF | 199,173 CHF | 100.00% | 100.00% |
19/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 492,300 | 492,300 | 477,496 | 477,496 | 187,022 CHF | 191,797 CHF | 100.00% | 100.00% |
18/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 467,800 | 467,800 | 457,363 | 457,363 | 188,199 CHF | 192,772 CHF | 100.00% | 100.00% |
15/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 450,700 | 450,700 | 458,875 | 458,875 | 195,014 CHF | 199,603 CHF | 100.00% | 100.00% |
14/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 464,300 | 464,300 | 462,494 | 462,494 | 192,757 CHF | 197,382 CHF | 99.91% | 99.91% |
13/11/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 461,400 | 461,400 | 469,973 | 469,973 | 196,754 CHF | 201,454 CHF | 100.00% | 100.00% |
12/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 475,700 | 475,700 | 468,950 | 468,950 | 194,100 CHF | 198,789 CHF | 100.00% | 100.00% |
11/11/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 464,500 | 464,500 | 456,357 | 456,357 | 192,816 CHF | 197,379 CHF | 100.00% | 100.00% |
08/11/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 451,100 | 451,100 | 436,931 | 436,931 | 189,470 CHF | 193,840 CHF | 100.00% | 100.00% |
07/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 427,600 | 427,600 | 448,391 | 448,391 | 206,229 CHF | 210,713 CHF | 100.00% | 100.00% |