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 | 2.18% | 0.43 CHF | 0.44 CHF | 166,200 | 166,200 | 166,171 | 166,171 | 75,385 CHF | 77,047 CHF | 100.00% | 100.00% |
19/11/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 143,100 | 143,100 | 143,130 | 143,130 | 62,034 CHF | 63,465 CHF | 100.00% | 100.00% |
18/11/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 148,500 | 148,500 | 150,228 | 150,228 | 74,060 CHF | 75,563 CHF | 100.00% | 100.00% |
15/11/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 146,300 | 146,300 | 143,413 | 143,413 | 73,107 CHF | 74,541 CHF | 100.00% | 100.00% |
14/11/2024 | 2.12% | 0.51 CHF | 0.52 CHF | 166,400 | 166,400 | 169,757 | 169,757 | 79,517 CHF | 81,215 CHF | 100.00% | 100.00% |
13/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 185,500 | 185,500 | 188,814 | 188,814 | 76,843 CHF | 78,731 CHF | 100.00% | 100.00% |
12/11/2024 | 2.27% | 0.37 CHF | 0.38 CHF | 145,400 | 145,400 | 142,557 | 142,557 | 62,373 CHF | 63,799 CHF | 99.86% | 99.86% |
11/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 146,900 | 146,900 | 147,018 | 147,018 | 79,898 CHF | 81,368 CHF | 99.70% | 99.70% |
08/11/2024 | 1.64% | 0.53 CHF | 0.54 CHF | 75,900 | 75,900 | 72,410 | 72,410 | 45,880 CHF | 46,623 CHF | 98.81% | 98.81% |
07/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 80,500 | 80,500 | 80,767 | 80,767 | 84,517 CHF | 85,325 CHF | 100.00% | 100.00% |