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 | 2.28% | 0.46 CHF | 0.47 CHF | 161,200 | 161,200 | 161,173 | 161,173 | 70,105 CHF | 71,717 CHF | 100.00% | 100.00% |
19/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 189,900 | 189,900 | 189,938 | 189,938 | 86,406 CHF | 88,306 CHF | 100.00% | 100.00% |
18/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 170,300 | 170,300 | 172,317 | 172,317 | 71,242 CHF | 72,965 CHF | 100.00% | 100.00% |
15/11/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 183,000 | 183,000 | 179,370 | 179,370 | 71,823 CHF | 73,617 CHF | 100.00% | 100.00% |
14/11/2024 | 2.22% | 0.40 CHF | 0.41 CHF | 140,700 | 140,700 | 143,621 | 143,621 | 64,476 CHF | 65,912 CHF | 100.00% | 100.00% |
13/11/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 127,700 | 127,700 | 129,959 | 129,959 | 68,343 CHF | 69,642 CHF | 100.00% | 100.00% |
12/11/2024 | 1.93% | 0.57 CHF | 0.58 CHF | 170,100 | 170,100 | 166,840 | 166,840 | 85,789 CHF | 87,458 CHF | 99.85% | 99.85% |
11/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 149,500 | 149,500 | 149,622 | 149,622 | 62,972 CHF | 64,469 CHF | 99.70% | 99.70% |
08/11/2024 | 2.42% | 0.46 CHF | 0.47 CHF | 250,800 | 250,800 | 239,225 | 239,225 | 103,462 CHF | 105,917 CHF | 98.81% | 98.81% |
07/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 190,200 | 190,200 | 190,855 | 190,855 | 58,730 CHF | 60,639 CHF | 100.00% | 100.00% |