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 | 1.35% | 0.87 CHF | 0.88 CHF | 498,300 | 498,300 | 271,689 | 271,689 | 207,928 CHF | 210,654 CHF | 99.94% | 99.94% |
20/11/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 500,400 | 500,400 | 257,906 | 257,906 | 196,699 CHF | 199,287 CHF | 99.90% | 99.90% |
19/11/2024 | 1.42% | 0.78 CHF | 0.79 CHF | 521,100 | 521,100 | 280,045 | 280,045 | 202,742 CHF | 205,548 CHF | 99.55% | 99.55% |
18/11/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 603,500 | 603,500 | 317,773 | 317,773 | 243,868 CHF | 247,055 CHF | 98.72% | 98.72% |
15/11/2024 | 1.87% | 0.59 CHF | 0.60 CHF | 710,800 | 710,800 | 378,884 | 378,884 | 208,758 CHF | 212,555 CHF | 99.46% | 99.46% |
14/11/2024 | 1.49% | 0.60 CHF | 0.61 CHF | 579,800 | 579,800 | 296,884 | 296,884 | 197,357 CHF | 200,332 CHF | 98.87% | 98.87% |
13/11/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 577,700 | 577,700 | 295,299 | 295,299 | 216,226 CHF | 219,185 CHF | 99.34% | 99.34% |
12/11/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 446,100 | 446,100 | 221,412 | 221,412 | 185,416 CHF | 187,635 CHF | 96.71% | 96.71% |
11/11/2024 | 1.21% | 0.93 CHF | 0.94 CHF | 533,300 | 533,300 | 289,805 | 289,805 | 244,537 CHF | 247,442 CHF | 99.30% | 99.30% |
08/11/2024 | 1.94% | 0.63 CHF | 0.64 CHF | 735,900 | 735,900 | 392,705 | 392,705 | 212,318 CHF | 216,253 CHF | 100.00% | 100.00% |