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 | 3.76% | 0.25 CHF | 0.26 CHF | 423,000 | 423,000 | 421,256 | 421,256 | 110,146 CHF | 114,358 CHF | 100.00% | 100.00% |
19/11/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 385,600 | 385,600 | 383,978 | 383,978 | 99,366 CHF | 103,206 CHF | 99.90% | 99.90% |
18/11/2024 | 3.43% | 0.31 CHF | 0.32 CHF | 406,700 | 406,700 | 405,024 | 405,024 | 116,132 CHF | 120,182 CHF | 100.00% | 100.00% |
15/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 421,000 | 421,000 | 419,264 | 419,264 | 119,360 CHF | 123,553 CHF | 100.00% | 100.00% |
14/11/2024 | 3.97% | 0.27 CHF | 0.28 CHF | 481,100 | 481,100 | 479,113 | 479,113 | 118,721 CHF | 123,512 CHF | 100.00% | 100.00% |
13/11/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 436,700 | 436,700 | 435,790 | 435,790 | 101,328 CHF | 105,686 CHF | 100.00% | 100.00% |
12/11/2024 | 3.39% | 0.26 CHF | 0.27 CHF | 371,400 | 371,400 | 369,870 | 369,870 | 107,588 CHF | 111,287 CHF | 99.92% | 99.92% |
11/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 365,000 | 365,000 | 366,875 | 366,875 | 115,569 CHF | 119,238 CHF | 100.00% | 100.00% |
08/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 390,300 | 390,300 | 385,330 | 385,330 | 116,384 CHF | 120,238 CHF | 98.94% | 98.94% |
07/11/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 435,200 | 435,200 | 446,320 | 446,320 | 131,877 CHF | 136,340 CHF | 100.00% | 100.00% |