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 | 1.42% | 0.69 CHF | 0.70 CHF | 385,600 | 385,600 | 379,835 | 379,835 | 264,994 CHF | 268,792 CHF | 100.00% | 100.00% |
19/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 376,100 | 376,100 | 390,443 | 390,443 | 280,692 CHF | 284,596 CHF | 100.00% | 100.00% |
18/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 400,000 | 400,000 | 399,339 | 399,339 | 274,292 CHF | 278,286 CHF | 100.00% | 100.00% |
15/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 399,100 | 399,100 | 402,283 | 402,283 | 273,366 CHF | 277,389 CHF | 98.67% | 98.67% |
14/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 404,300 | 404,300 | 382,085 | 382,085 | 257,299 CHF | 261,120 CHF | 99.91% | 99.91% |
13/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 367,600 | 367,600 | 364,536 | 364,536 | 264,729 CHF | 268,375 CHF | 100.00% | 100.00% |
12/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 362,600 | 362,600 | 359,054 | 359,054 | 264,655 CHF | 268,245 CHF | 100.00% | 100.00% |
11/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 356,700 | 356,700 | 334,936 | 334,936 | 253,711 CHF | 257,060 CHF | 100.00% | 100.00% |
08/11/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 320,600 | 320,600 | 327,770 | 327,770 | 272,124 CHF | 275,402 CHF | 100.00% | 100.00% |
07/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 332,600 | 332,600 | 336,106 | 336,106 | 270,769 CHF | 274,130 CHF | 100.00% | 100.00% |