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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 693,000 | 693,000 | 382,828 | 382,828 | 209,132 CHF | 212,967 CHF | 100.00% | 100.00% |
20/11/2024 | 1.84% | 0.57 CHF | 0.58 CHF | 709,000 | 709,000 | 384,826 | 384,826 | 212,897 CHF | 216,758 CHF | 99.89% | 99.89% |
19/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 695,900 | 695,900 | 385,272 | 385,272 | 211,963 CHF | 215,823 CHF | 100.00% | 100.00% |
18/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 651,000 | 651,000 | 360,567 | 360,567 | 205,293 CHF | 208,909 CHF | 99.89% | 99.89% |
15/11/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 707,400 | 707,400 | 388,101 | 388,101 | 223,745 CHF | 227,633 CHF | 99.90% | 99.90% |
14/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 659,700 | 659,700 | 362,197 | 362,197 | 211,296 CHF | 214,925 CHF | 99.35% | 99.35% |
13/11/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 655,700 | 655,700 | 360,054 | 360,054 | 214,443 CHF | 218,050 CHF | 100.00% | 100.00% |
12/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 656,000 | 656,000 | 360,234 | 360,234 | 212,704 CHF | 216,313 CHF | 100.00% | 100.00% |
11/11/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 697,100 | 697,100 | 379,903 | 379,903 | 219,859 CHF | 223,665 CHF | 99.65% | 99.65% |
08/11/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 702,500 | 702,500 | 384,007 | 384,007 | 211,249 CHF | 215,096 CHF | 100.00% | 100.00% |