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 | 3.73% | 0.25 CHF | 0.26 CHF | 195,800 | 195,800 | 190,472 | 190,472 | 50,194 CHF | 52,099 CHF | 100.00% | 100.00% |
19/11/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 186,900 | 186,900 | 190,590 | 190,590 | 46,873 CHF | 48,779 CHF | 100.00% | 100.00% |
18/11/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 176,200 | 176,200 | 174,900 | 174,900 | 49,144 CHF | 50,893 CHF | 100.00% | 100.00% |
15/11/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 184,900 | 184,900 | 185,290 | 185,290 | 53,919 CHF | 55,772 CHF | 100.00% | 100.00% |
14/11/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 198,100 | 198,100 | 200,013 | 200,013 | 51,420 CHF | 53,420 CHF | 100.00% | 100.00% |
13/11/2024 | 3.74% | 0.25 CHF | 0.26 CHF | 190,900 | 190,900 | 186,031 | 186,031 | 48,883 CHF | 50,744 CHF | 100.00% | 100.00% |
12/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 178,200 | 178,200 | 177,464 | 177,464 | 49,692 CHF | 51,466 CHF | 99.85% | 99.85% |
11/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 177,600 | 177,600 | 182,062 | 182,062 | 51,473 CHF | 53,294 CHF | 99.68% | 99.68% |
08/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 188,700 | 188,700 | 187,081 | 187,081 | 52,776 CHF | 54,647 CHF | 99.17% | 99.17% |
07/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 185,700 | 185,700 | 184,934 | 184,934 | 50,698 CHF | 52,547 CHF | 100.00% | 100.00% |