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 | 2.26% | 0.41 CHF | 0.42 CHF | 581,700 | 581,700 | 562,720 | 562,720 | 246,359 CHF | 251,987 CHF | 100.00% | 100.00% |
19/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 555,400 | 555,400 | 553,516 | 553,516 | 249,876 CHF | 255,412 CHF | 99.90% | 99.90% |
18/11/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 547,400 | 547,400 | 544,662 | 544,662 | 247,084 CHF | 252,531 CHF | 100.00% | 100.00% |
15/11/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 531,400 | 531,400 | 520,743 | 520,743 | 248,741 CHF | 253,948 CHF | 100.00% | 100.00% |
14/11/2024 | 2.13% | 0.50 CHF | 0.51 CHF | 548,300 | 548,300 | 553,841 | 553,841 | 258,177 CHF | 263,716 CHF | 99.04% | 99.04% |
13/11/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 497,500 | 497,500 | 487,585 | 487,585 | 238,347 CHF | 243,223 CHF | 99.00% | 99.00% |
12/11/2024 | 1.59% | 0.48 CHF | 0.49 CHF | 239,700 | 239,700 | 220,781 | 220,781 | 147,392 CHF | 149,670 CHF | 97.86% | 97.86% |
11/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 211,100 | 211,100 | 208,791 | 208,791 | 270,092 CHF | 272,180 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 203,500 | 203,500 | 202,658 | 202,658 | 246,110 CHF | 248,137 CHF | 98.95% | 98.95% |
07/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 209,100 | 209,100 | 208,595 | 208,595 | 273,102 CHF | 275,188 CHF | 100.00% | 100.00% |