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 | 2.86% | 0.36 CHF | 0.37 CHF | 216,800 | 216,800 | 212,702 | 212,702 | 73,464 CHF | 75,591 CHF | 100.00% | 100.00% |
19/11/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 235,900 | 235,900 | 234,749 | 234,749 | 80,351 CHF | 82,699 CHF | 100.00% | 100.00% |
18/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 233,700 | 233,700 | 232,257 | 232,257 | 70,266 CHF | 72,589 CHF | 100.00% | 100.00% |
15/11/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 213,900 | 213,900 | 213,641 | 213,641 | 61,824 CHF | 63,961 CHF | 100.00% | 100.00% |
14/11/2024 | 2.91% | 0.31 CHF | 0.32 CHF | 183,200 | 183,200 | 183,794 | 183,794 | 62,543 CHF | 64,381 CHF | 99.35% | 99.35% |
13/11/2024 | 2.78% | 0.39 CHF | 0.40 CHF | 231,800 | 231,800 | 226,879 | 226,879 | 80,850 CHF | 83,119 CHF | 100.00% | 100.00% |
12/11/2024 | 3.32% | 0.32 CHF | 0.33 CHF | 239,900 | 239,900 | 236,122 | 236,122 | 70,092 CHF | 72,453 CHF | 100.00% | 100.00% |
11/11/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 226,500 | 226,500 | 226,085 | 226,085 | 66,500 CHF | 68,761 CHF | 99.93% | 99.93% |
08/11/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 270,700 | 270,700 | 266,479 | 266,479 | 81,105 CHF | 83,770 CHF | 100.00% | 100.00% |
07/11/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 218,600 | 218,600 | 217,909 | 217,909 | 51,287 CHF | 53,467 CHF | 100.00% | 100.00% |