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 | 2.09% | 0.49 CHF | 0.50 CHF | 161,000 | 161,000 | 158,896 | 158,896 | 75,141 CHF | 76,730 CHF | 100.00% | 100.00% |
19/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 168,700 | 168,700 | 168,616 | 168,616 | 80,947 CHF | 82,633 CHF | 100.00% | 100.00% |
18/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 170,800 | 170,800 | 171,538 | 171,538 | 79,202 CHF | 80,917 CHF | 100.00% | 100.00% |
15/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 179,500 | 179,500 | 178,022 | 178,022 | 78,051 CHF | 79,832 CHF | 100.00% | 100.00% |
14/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 172,600 | 172,600 | 173,596 | 173,596 | 75,332 CHF | 77,068 CHF | 100.00% | 100.00% |
13/11/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 182,800 | 182,800 | 182,066 | 182,066 | 78,821 CHF | 80,642 CHF | 100.00% | 100.00% |
12/11/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 204,100 | 204,100 | 200,817 | 200,817 | 80,341 CHF | 82,349 CHF | 100.00% | 100.00% |
11/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 177,500 | 177,500 | 177,899 | 177,899 | 67,647 CHF | 69,426 CHF | 100.00% | 100.00% |
08/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 205,800 | 205,800 | 204,194 | 204,194 | 83,019 CHF | 85,061 CHF | 99.19% | 99.19% |
07/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 178,000 | 178,000 | 178,808 | 178,808 | 69,214 CHF | 71,003 CHF | 100.00% | 100.00% |