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 | 0.56% | 1.89 CHF | 1.90 CHF | 294,100 | 294,100 | 297,993 | 297,993 | 528,500 CHF | 531,480 CHF | 99.45% | 99.45% |
19/11/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 300,700 | 300,700 | 292,154 | 292,154 | 498,096 CHF | 501,018 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 286,500 | 286,500 | 296,314 | 296,314 | 522,824 CHF | 525,787 CHF | 98.78% | 98.78% |
15/11/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 303,000 | 303,000 | 289,900 | 289,900 | 505,822 CHF | 508,721 CHF | 98.67% | 98.67% |
14/11/2024 | 0.54% | 1.72 CHF | 1.73 CHF | 281,500 | 281,500 | 312,590 | 312,590 | 574,071 CHF | 577,197 CHF | 100.00% | 100.00% |
13/11/2024 | 0.63% | 1.72 CHF | 1.73 CHF | 333,300 | 333,300 | 329,098 | 329,098 | 524,199 CHF | 527,490 CHF | 100.00% | 100.00% |
12/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 326,300 | 326,300 | 339,218 | 339,218 | 534,508 CHF | 537,901 CHF | 99.82% | 99.82% |
11/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 347,800 | 347,800 | 397,574 | 397,574 | 577,793 CHF | 581,769 CHF | 99.74% | 99.74% |
08/11/2024 | 0.83% | 1.29 CHF | 1.30 CHF | 430,200 | 430,200 | 431,873 | 431,873 | 519,082 CHF | 523,401 CHF | 99.16% | 99.16% |
07/11/2024 | 0.84% | 1.14 CHF | 1.15 CHF | 433,100 | 433,100 | 392,644 | 392,644 | 466,294 CHF | 470,221 CHF | 99.96% | 99.96% |