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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 311,800 | 311,800 | 311,800 | 311,800 | 220,508 CHF | 223,626 CHF | 100.00% | 100.00% |
22/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 339,600 | 339,600 | 339,600 | 339,600 | 219,117 CHF | 222,513 CHF | 100.00% | 100.00% |
20/11/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 334,100 | 334,100 | 334,100 | 334,100 | 214,864 CHF | 218,205 CHF | 100.00% | 100.00% |
19/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 330,300 | 330,300 | 330,300 | 330,300 | 198,763 CHF | 202,066 CHF | 100.00% | 100.00% |
18/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 341,900 | 341,900 | 341,900 | 341,900 | 219,589 CHF | 223,008 CHF | 98.93% | 98.93% |
15/11/2024 | 1.48% | 0.62 CHF | 0.63 CHF | 315,300 | 315,300 | 315,300 | 315,300 | 211,903 CHF | 215,056 CHF | 100.00% | 100.00% |
14/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 321,400 | 321,400 | 321,400 | 321,400 | 234,222 CHF | 237,436 CHF | 100.00% | 100.00% |
13/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 310,400 | 310,400 | 310,400 | 310,400 | 223,114 CHF | 226,218 CHF | 99.87% | 99.87% |
12/11/2024 | 1.20% | 0.79 CHF | 0.80 CHF | 273,700 | 273,700 | 273,700 | 273,700 | 226,711 CHF | 229,448 CHF | 100.00% | 100.00% |
11/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 266,000 | 266,000 | 266,000 | 266,000 | 232,111 CHF | 234,771 CHF | 100.00% | 100.00% |