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 | 0.49% | 2.00 CHF | 2.01 CHF | 197,000 | 197,000 | 197,000 | 197,000 | 399,835 CHF | 401,805 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 197,600 | 197,600 | 197,600 | 197,600 | 385,218 CHF | 387,194 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 1.96 CHF | 1.97 CHF | 216,900 | 216,900 | 216,900 | 216,900 | 394,339 CHF | 396,508 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 201,300 | 201,300 | 201,300 | 201,300 | 375,967 CHF | 377,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 203,700 | 203,700 | 203,700 | 203,700 | 396,263 CHF | 398,300 CHF | 99.79% | 99.79% |
13/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 206,300 | 206,300 | 206,300 | 206,300 | 385,228 CHF | 387,291 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.83 CHF | 1.84 CHF | 207,500 | 207,500 | 207,500 | 207,500 | 393,665 CHF | 395,740 CHF | 100.00% | 100.00% |
11/11/2024 | 0.51% | 1.85 CHF | 1.86 CHF | 186,100 | 186,100 | 186,100 | 186,100 | 367,605 CHF | 369,466 CHF | 100.00% | 100.00% |
08/11/2024 | 0.45% | 2.10 CHF | 2.11 CHF | 170,400 | 170,400 | 170,400 | 170,400 | 375,703 CHF | 377,407 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 2.33 CHF | 2.34 CHF | 175,200 | 175,200 | 175,200 | 175,200 | 390,979 CHF | 392,731 CHF | 100.00% | 100.00% |