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 | 0.42% | 2.50 CHF | 2.51 CHF | 81,300 | 81,300 | 36,513 | 36,513 | 88,258 CHF | 88,624 CHF | 99.90% | 99.90% |
19/11/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 79,900 | 79,900 | 35,473 | 35,473 | 85,604 CHF | 85,959 CHF | 100.00% | 100.00% |
18/11/2024 | 0.59% | 2.55 CHF | 2.56 CHF | 75,600 | 75,600 | 32,736 | 32,736 | 85,527 CHF | 85,952 CHF | 99.63% | 99.63% |
15/11/2024 | 0.70% | 2.55 CHF | 2.56 CHF | 87,300 | 87,300 | 28,845 | 28,845 | 69,089 CHF | 69,437 CHF | 98.89% | 98.89% |
14/11/2024 | 0.92% | 2.33 CHF | 2.34 CHF | 103,900 | 103,900 | 34,844 | 34,844 | 79,590 CHF | 79,983 CHF | 95.14% | 95.14% |
13/11/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 120,600 | 120,600 | 53,900 | 53,900 | 89,010 CHF | 89,550 CHF | 99.78% | 99.78% |
12/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 122,500 | 122,500 | 54,296 | 54,296 | 87,411 CHF | 87,955 CHF | 100.00% | 100.00% |
11/11/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 129,000 | 129,000 | 57,893 | 57,893 | 90,715 CHF | 91,295 CHF | 99.90% | 99.90% |
08/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 132,300 | 132,300 | 59,131 | 59,131 | 88,153 CHF | 88,745 CHF | 100.00% | 100.00% |
07/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 132,400 | 132,400 | 58,856 | 58,856 | 89,224 CHF | 89,813 CHF | 99.85% | 99.85% |