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 | 3.79% | 0.29 CHF | 0.30 CHF | 541,300 | 541,300 | 297,680 | 297,680 | 80,497 CHF | 83,479 CHF | 99.90% | 99.90% |
19/11/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 518,200 | 518,200 | 283,961 | 283,961 | 80,925 CHF | 83,771 CHF | 100.00% | 100.00% |
18/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 511,200 | 511,200 | 280,836 | 280,836 | 76,903 CHF | 79,717 CHF | 99.55% | 99.55% |
15/11/2024 | 4.06% | 0.28 CHF | 0.28 CHF | 643,600 | 643,600 | 353,137 | 353,137 | 88,666 CHF | 92,205 CHF | 99.90% | 99.90% |
14/11/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 621,300 | 621,300 | 330,212 | 330,212 | 77,350 CHF | 80,658 CHF | 100.00% | 100.00% |
13/11/2024 | 3.98% | 0.26 CHF | 0.27 CHF | 593,400 | 593,400 | 325,845 | 325,845 | 82,419 CHF | 85,684 CHF | 100.00% | 100.00% |
12/11/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 530,600 | 530,600 | 291,407 | 291,407 | 78,179 CHF | 81,098 CHF | 100.00% | 100.00% |
11/11/2024 | 4.03% | 0.27 CHF | 0.28 CHF | 584,100 | 584,100 | 320,848 | 320,848 | 79,951 CHF | 83,166 CHF | 100.00% | 100.00% |
08/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 620,700 | 620,700 | 341,602 | 341,602 | 79,906 CHF | 83,329 CHF | 99.19% | 99.19% |
07/11/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 552,400 | 552,400 | 303,268 | 303,268 | 75,950 CHF | 78,989 CHF | 100.00% | 100.00% |