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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 180,400 | 180,400 | 196,395 | 196,395 | 59,109 CHF | 61,073 CHF | 99.43% | 99.43% |
22/11/2024 | 3.46% | 0.26 CHF | 0.27 CHF | 201,500 | 201,500 | 195,839 | 195,839 | 53,172 CHF | 55,048 CHF | 100.00% | 100.00% |
20/11/2024 | 3.44% | 0.27 CHF | 0.28 CHF | 212,500 | 212,500 | 212,652 | 212,652 | 56,748 CHF | 58,738 CHF | 99.44% | 99.44% |
19/11/2024 | 3.18% | 0.26 CHF | 0.26 CHF | 212,700 | 212,700 | 196,113 | 196,113 | 51,159 CHF | 52,804 CHF | 98.77% | 98.77% |
18/11/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 191,200 | 191,200 | 171,207 | 171,207 | 48,685 CHF | 50,395 CHF | 98.77% | 98.77% |
15/11/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 164,900 | 164,900 | 153,056 | 153,056 | 47,955 CHF | 49,485 CHF | 100.00% | 100.00% |
14/11/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 149,300 | 149,300 | 165,057 | 165,057 | 58,648 CHF | 60,298 CHF | 100.00% | 100.00% |
13/11/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 169,600 | 169,600 | 180,835 | 180,835 | 58,019 CHF | 59,827 CHF | 100.00% | 100.00% |
12/11/2024 | 3.25% | 0.33 CHF | 0.34 CHF | 184,300 | 184,300 | 206,306 | 206,306 | 62,426 CHF | 64,489 CHF | 99.81% | 99.81% |
11/11/2024 | 2.34% | 0.28 CHF | 0.29 CHF | 212,200 | 212,200 | 233,573 | 233,573 | 59,455 CHF | 60,858 CHF | 99.73% | 99.73% |