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 | 2.00% | 0.25 CHF | 0.26 CHF | 584,800 | 584,800 | 599,693 | 599,693 | 148,371 CHF | 151,369 CHF | 100.00% | 100.00% |
19/11/2024 | 2.11% | 0.23 CHF | 0.24 CHF | 609,600 | 609,600 | 569,102 | 569,102 | 133,137 CHF | 135,983 CHF | 100.00% | 100.00% |
18/11/2024 | 1.91% | 0.25 CHF | 0.26 CHF | 542,500 | 542,500 | 543,342 | 543,342 | 140,569 CHF | 143,285 CHF | 100.00% | 100.00% |
15/11/2024 | 2.08% | 0.27 CHF | 0.27 CHF | 544,100 | 544,100 | 536,449 | 536,449 | 142,126 CHF | 145,127 CHF | 98.67% | 98.67% |
14/11/2024 | 2.92% | 0.26 CHF | 0.27 CHF | 531,700 | 531,700 | 582,062 | 582,062 | 155,952 CHF | 160,623 CHF | 99.91% | 99.91% |
13/11/2024 | 2.09% | 0.25 CHF | 0.25 CHF | 615,000 | 615,000 | 623,592 | 623,592 | 147,786 CHF | 150,904 CHF | 100.00% | 100.00% |
12/11/2024 | 2.15% | 0.23 CHF | 0.24 CHF | 629,300 | 629,300 | 639,759 | 639,759 | 147,482 CHF | 150,681 CHF | 100.00% | 100.00% |
11/11/2024 | 2.26% | 0.22 CHF | 0.23 CHF | 646,800 | 646,800 | 714,317 | 714,317 | 156,198 CHF | 159,770 CHF | 100.00% | 100.00% |
08/11/2024 | 2.64% | 0.20 CHF | 0.20 CHF | 759,400 | 759,400 | 729,814 | 729,814 | 136,562 CHF | 140,211 CHF | 100.00% | 100.00% |
07/11/2024 | 2.48% | 0.19 CHF | 0.19 CHF | 710,400 | 710,400 | 697,161 | 697,161 | 138,852 CHF | 142,338 CHF | 100.00% | 100.00% |