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 | 3.20% | 0.33 CHF | 0.34 CHF | 162,900 | 162,900 | 89,343 | 89,343 | 28,377 CHF | 29,273 CHF | 99.90% | 99.90% |
19/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 177,200 | 177,200 | 97,480 | 97,480 | 29,844 CHF | 30,822 CHF | 98.91% | 98.91% |
18/11/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 194,000 | 194,000 | 106,306 | 106,306 | 29,242 CHF | 30,309 CHF | 99.59% | 99.59% |
15/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 186,900 | 186,900 | 102,349 | 102,349 | 27,263 CHF | 28,292 CHF | 99.89% | 99.89% |
14/11/2024 | 4.01% | 0.27 CHF | 0.28 CHF | 188,800 | 188,800 | 105,390 | 105,390 | 26,711 CHF | 27,767 CHF | 98.85% | 98.85% |
13/11/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 181,000 | 181,000 | 99,383 | 99,383 | 27,433 CHF | 28,429 CHF | 100.00% | 100.00% |
12/11/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 168,700 | 168,700 | 86,410 | 86,410 | 24,147 CHF | 25,015 CHF | 100.00% | 100.00% |
11/11/2024 | 2.98% | 0.30 CHF | 0.31 CHF | 139,400 | 139,400 | 75,983 | 75,983 | 25,530 CHF | 26,297 CHF | 99.93% | 99.93% |
08/11/2024 | 5.06% | 0.37 CHF | 0.38 CHF | 137,500 | 137,500 | 51,897 | 51,897 | 19,359 CHF | 19,928 CHF | 100.00% | 100.00% |
07/11/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 127,900 | 127,900 | 61,022 | 61,022 | 23,002 CHF | 23,614 CHF | 98.68% | 98.68% |