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 | 2.05% | 0.47 CHF | 0.48 CHF | 512,100 | 512,100 | 278,321 | 278,321 | 135,881 CHF | 138,669 CHF | 99.77% | 99.77% |
19/11/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 535,600 | 535,600 | 295,487 | 295,487 | 137,500 CHF | 140,460 CHF | 100.00% | 100.00% |
18/11/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 561,400 | 561,400 | 310,781 | 310,781 | 140,755 CHF | 143,869 CHF | 99.90% | 99.90% |
15/11/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 535,900 | 535,900 | 290,682 | 290,682 | 134,641 CHF | 137,554 CHF | 100.00% | 100.00% |
14/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 499,300 | 499,300 | 260,135 | 260,135 | 132,636 CHF | 135,334 CHF | 100.00% | 100.00% |
13/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 468,200 | 468,200 | 253,909 | 253,909 | 136,055 CHF | 138,599 CHF | 100.00% | 100.00% |
12/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 478,300 | 478,300 | 259,965 | 259,965 | 138,430 CHF | 141,035 CHF | 99.90% | 99.90% |
11/11/2024 | 1.96% | 0.53 CHF | 0.54 CHF | 494,300 | 494,300 | 271,278 | 271,278 | 140,901 CHF | 143,619 CHF | 99.90% | 99.90% |
08/11/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 474,100 | 474,100 | 261,067 | 261,067 | 136,785 CHF | 139,407 CHF | 99.20% | 99.20% |
07/11/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 504,700 | 504,700 | 281,179 | 281,179 | 142,327 CHF | 145,144 CHF | 100.00% | 100.00% |