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 | 2.13% | 0.41 CHF | 0.42 CHF | 172,900 | 172,900 | 75,659 | 75,659 | 34,823 CHF | 35,582 CHF | 99.57% | 99.57% |
19/11/2024 | 2.48% | 0.48 CHF | 0.49 CHF | 189,000 | 189,000 | 84,092 | 84,092 | 37,254 CHF | 38,111 CHF | 99.19% | 99.19% |
18/11/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 213,200 | 213,200 | 94,886 | 94,886 | 35,521 CHF | 36,472 CHF | 99.90% | 99.90% |
15/11/2024 | 2.63% | 0.35 CHF | 0.36 CHF | 188,500 | 188,500 | 76,451 | 76,451 | 27,616 CHF | 28,382 CHF | 91.62% | 91.62% |
14/11/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 128,100 | 128,100 | 56,318 | 56,318 | 37,022 CHF | 37,592 CHF | 99.72% | 99.72% |
13/11/2024 | 1.91% | 0.61 CHF | 0.62 CHF | 145,800 | 145,800 | 68,396 | 68,396 | 37,737 CHF | 38,422 CHF | 99.93% | 99.93% |
12/11/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 144,900 | 144,900 | 63,583 | 63,583 | 34,770 CHF | 35,407 CHF | 99.89% | 99.89% |
11/11/2024 | 2.07% | 0.56 CHF | 0.57 CHF | 132,800 | 132,800 | 54,610 | 54,610 | 32,018 CHF | 32,612 CHF | 99.90% | 99.90% |
08/11/2024 | 1.62% | 0.67 CHF | 0.68 CHF | 138,000 | 138,000 | 63,665 | 63,665 | 40,549 CHF | 41,187 CHF | 97.38% | 97.38% |
07/11/2024 | 1.92% | 0.54 CHF | 0.55 CHF | 152,200 | 152,200 | 67,767 | 67,767 | 36,339 CHF | 37,018 CHF | 100.00% | 100.00% |