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 | 0.38% | 2.55 CHF | 2.56 CHF | 258,000 | 258,000 | 232,217 | 232,217 | 603,628 CHF | 605,950 CHF | 100.00% | 100.00% |
20/11/2024 | 0.32% | 3.02 CHF | 3.03 CHF | 205,800 | 205,800 | 203,884 | 203,884 | 646,255 CHF | 648,294 CHF | 99.45% | 99.45% |
19/11/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 202,700 | 202,700 | 206,431 | 206,431 | 671,342 CHF | 673,406 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 209,000 | 209,000 | 204,033 | 204,033 | 653,340 CHF | 655,380 CHF | 98.78% | 98.78% |
15/11/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 200,800 | 200,800 | 206,527 | 206,527 | 671,071 CHF | 673,136 CHF | 98.67% | 98.67% |
14/11/2024 | 0.32% | 3.28 CHF | 3.29 CHF | 210,200 | 210,200 | 194,655 | 194,655 | 610,562 CHF | 612,508 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 3.31 CHF | 3.32 CHF | 184,400 | 184,400 | 185,901 | 185,901 | 653,759 CHF | 655,618 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 186,900 | 186,900 | 181,913 | 181,913 | 643,899 CHF | 645,718 CHF | 99.82% | 99.82% |
11/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 178,600 | 178,600 | 161,424 | 161,424 | 607,637 CHF | 609,251 CHF | 99.74% | 99.74% |
08/11/2024 | 0.23% | 4.19 CHF | 4.20 CHF | 150,300 | 150,300 | 149,882 | 149,881 | 660,787 CHF | 662,284 CHF | 99.16% | 99.16% |