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 | 2.29% | 0.50 CHF | 0.51 CHF | 186,800 | 186,800 | 81,774 | 81,774 | 37,045 CHF | 37,865 CHF | 99.57% | 99.57% |
19/11/2024 | 2.16% | 0.42 CHF | 0.43 CHF | 142,700 | 142,700 | 63,475 | 63,475 | 30,419 CHF | 31,065 CHF | 99.19% | 99.19% |
18/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 135,900 | 135,900 | 60,506 | 60,506 | 35,183 CHF | 35,798 CHF | 99.90% | 99.90% |
15/11/2024 | 1.78% | 0.62 CHF | 0.63 CHF | 162,100 | 162,100 | 65,771 | 65,771 | 39,544 CHF | 40,204 CHF | 91.62% | 91.62% |
14/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 197,800 | 197,800 | 86,932 | 86,932 | 32,154 CHF | 33,034 CHF | 99.72% | 99.72% |
13/11/2024 | 2.15% | 0.40 CHF | 0.41 CHF | 152,200 | 152,200 | 71,364 | 71,364 | 32,247 CHF | 32,962 CHF | 99.93% | 99.93% |
12/11/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 180,800 | 180,800 | 79,316 | 79,316 | 36,572 CHF | 37,367 CHF | 99.89% | 99.89% |
11/11/2024 | 2.91% | 0.45 CHF | 0.46 CHF | 190,800 | 190,800 | 78,483 | 78,483 | 33,700 CHF | 34,555 CHF | 99.90% | 99.90% |
08/11/2024 | 2.58% | 0.36 CHF | 0.37 CHF | 161,700 | 161,700 | 74,589 | 74,589 | 28,521 CHF | 29,269 CHF | 97.38% | 97.38% |
07/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 162,700 | 162,700 | 72,424 | 72,424 | 34,005 CHF | 34,731 CHF | 100.00% | 100.00% |