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 | 2.43% | 0.39 CHF | 0.40 CHF | 189,400 | 189,400 | 186,919 | 186,919 | 76,007 CHF | 77,876 CHF | 100.00% | 100.00% |
19/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 181,600 | 181,600 | 181,509 | 181,509 | 72,686 CHF | 74,501 CHF | 100.00% | 100.00% |
18/11/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 175,700 | 175,700 | 176,496 | 176,496 | 73,735 CHF | 75,500 CHF | 100.00% | 100.00% |
15/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 170,300 | 170,300 | 168,917 | 168,917 | 74,350 CHF | 76,039 CHF | 100.00% | 100.00% |
14/11/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 169,900 | 169,900 | 170,896 | 170,896 | 76,135 CHF | 77,844 CHF | 100.00% | 100.00% |
13/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 166,100 | 166,100 | 165,419 | 165,419 | 74,004 CHF | 75,658 CHF | 100.00% | 100.00% |
12/11/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 152,300 | 152,300 | 149,838 | 149,838 | 73,151 CHF | 74,649 CHF | 100.00% | 100.00% |
11/11/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 156,500 | 156,500 | 156,819 | 156,819 | 80,732 CHF | 82,300 CHF | 100.00% | 100.00% |
08/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 147,700 | 147,700 | 146,554 | 146,554 | 71,344 CHF | 72,809 CHF | 99.19% | 99.19% |
07/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 153,900 | 153,900 | 154,599 | 154,599 | 79,980 CHF | 81,526 CHF | 100.00% | 100.00% |