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 | 4.43% | 0.23 CHF | 0.24 CHF | 1,617,900 | 1,617,900 | 513,469 | 513,469 | 119,314 CHF | 124,483 CHF | 99.90% | 99.90% |
19/11/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 1,436,800 | 1,436,800 | 459,293 | 459,293 | 123,261 CHF | 127,860 CHF | 100.00% | 100.00% |
18/11/2024 | 3.23% | 0.28 CHF | 0.29 CHF | 1,249,500 | 1,249,500 | 398,390 | 398,390 | 120,567 CHF | 124,556 CHF | 99.87% | 99.87% |
15/11/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 1,418,600 | 1,418,600 | 439,591 | 439,591 | 133,178 CHF | 137,580 CHF | 100.00% | 100.00% |
14/11/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 1,297,000 | 1,297,000 | 413,631 | 413,631 | 119,380 CHF | 123,522 CHF | 100.00% | 100.00% |
13/11/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 1,212,100 | 1,212,100 | 400,412 | 400,412 | 121,244 CHF | 125,253 CHF | 100.00% | 100.00% |
12/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 1,164,200 | 1,164,200 | 371,634 | 371,634 | 121,810 CHF | 125,532 CHF | 100.00% | 100.00% |
11/11/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 1,091,100 | 1,091,100 | 348,407 | 348,407 | 120,053 CHF | 123,541 CHF | 100.00% | 100.00% |
08/11/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 1,154,500 | 1,154,500 | 366,209 | 366,209 | 129,000 CHF | 132,667 CHF | 100.00% | 100.00% |
07/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 1,036,800 | 1,036,800 | 330,647 | 330,647 | 123,403 CHF | 126,714 CHF | 100.00% | 100.00% |