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 | 0.46% | 2.33 CHF | 2.34 CHF | 203,000 | 203,000 | 206,414 | 206,414 | 444,569 CHF | 446,633 CHF | 99.45% | 99.45% |
19/11/2024 | 0.49% | 1.96 CHF | 1.97 CHF | 208,700 | 208,700 | 201,358 | 201,358 | 413,351 CHF | 415,364 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 196,500 | 196,500 | 204,818 | 204,818 | 438,684 CHF | 440,732 CHF | 98.78% | 98.78% |
15/11/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 210,500 | 210,500 | 199,228 | 199,228 | 420,699 CHF | 422,691 CHF | 98.67% | 98.67% |
14/11/2024 | 0.45% | 2.08 CHF | 2.09 CHF | 192,000 | 192,000 | 218,232 | 218,232 | 491,412 CHF | 493,594 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 2.08 CHF | 2.09 CHF | 235,800 | 235,800 | 232,078 | 232,078 | 440,026 CHF | 442,347 CHF | 100.00% | 100.00% |
12/11/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 229,600 | 229,600 | 240,837 | 240,837 | 450,709 CHF | 453,118 CHF | 99.81% | 99.81% |
11/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 248,400 | 248,400 | 292,369 | 292,369 | 495,387 CHF | 498,311 CHF | 99.74% | 99.74% |
08/11/2024 | 0.74% | 1.46 CHF | 1.47 CHF | 321,200 | 321,200 | 322,753 | 322,753 | 434,656 CHF | 437,883 CHF | 99.16% | 99.16% |
07/11/2024 | 0.75% | 1.26 CHF | 1.27 CHF | 323,800 | 323,800 | 286,410 | 286,410 | 379,616 CHF | 382,480 CHF | 99.96% | 99.96% |