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 | 3.90% | 0.24 CHF | 0.25 CHF | 278,100 | 278,100 | 276,956 | 276,956 | 69,655 CHF | 72,424 CHF | 100.00% | 100.00% |
19/11/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 259,700 | 259,700 | 258,727 | 258,727 | 58,488 CHF | 61,075 CHF | 100.00% | 100.00% |
18/11/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 260,800 | 260,800 | 259,724 | 259,724 | 62,237 CHF | 64,834 CHF | 100.00% | 100.00% |
15/11/2024 | 3.51% | 0.26 CHF | 0.27 CHF | 233,400 | 233,400 | 229,441 | 229,441 | 64,272 CHF | 66,566 CHF | 100.00% | 100.00% |
14/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 233,300 | 233,300 | 237,003 | 237,003 | 67,432 CHF | 69,802 CHF | 100.00% | 100.00% |
13/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 237,300 | 237,300 | 232,887 | 232,887 | 65,168 CHF | 67,497 CHF | 100.00% | 100.00% |
12/11/2024 | 3.25% | 0.27 CHF | 0.28 CHF | 193,600 | 193,600 | 185,588 | 185,588 | 56,234 CHF | 58,090 CHF | 99.85% | 99.85% |
11/11/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 210,500 | 210,500 | 209,630 | 209,630 | 77,740 CHF | 79,836 CHF | 99.68% | 99.68% |
08/11/2024 | 3.11% | 0.29 CHF | 0.30 CHF | 184,100 | 184,100 | 183,358 | 183,358 | 58,132 CHF | 59,966 CHF | 99.19% | 99.19% |
07/11/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 240,700 | 240,700 | 239,907 | 239,907 | 82,878 CHF | 85,278 CHF | 99.39% | 99.39% |