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 | 2.16% | 0.49 CHF | 0.50 CHF | 548,000 | 548,000 | 301,301 | 301,301 | 142,353 CHF | 145,371 CHF | 99.90% | 99.90% |
19/11/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 535,000 | 535,000 | 293,146 | 293,146 | 141,954 CHF | 144,891 CHF | 100.00% | 100.00% |
18/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 531,000 | 531,000 | 291,697 | 291,697 | 139,099 CHF | 142,022 CHF | 99.55% | 99.55% |
15/11/2024 | 2.25% | 0.48 CHF | 0.49 CHF | 607,400 | 607,400 | 333,267 | 333,267 | 151,148 CHF | 154,488 CHF | 99.90% | 99.90% |
14/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 595,700 | 595,700 | 316,609 | 316,609 | 138,722 CHF | 141,894 CHF | 100.00% | 100.00% |
13/11/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 580,800 | 580,800 | 318,946 | 318,946 | 144,627 CHF | 147,822 CHF | 100.00% | 100.00% |
12/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 546,700 | 546,700 | 300,248 | 300,248 | 140,001 CHF | 143,009 CHF | 100.00% | 100.00% |
11/11/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 577,300 | 577,300 | 317,070 | 317,070 | 142,065 CHF | 145,242 CHF | 100.00% | 100.00% |
08/11/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 597,400 | 597,400 | 328,792 | 328,792 | 142,416 CHF | 145,710 CHF | 99.18% | 99.18% |
07/11/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 560,800 | 560,800 | 307,905 | 307,905 | 137,547 CHF | 140,632 CHF | 100.00% | 100.00% |