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 | 1.98% | 0.53 CHF | 0.54 CHF | 305,000 | 305,000 | 299,926 | 299,926 | 150,204 CHF | 153,203 CHF | 99.49% | 99.49% |
19/11/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 300,075 | 300,075 | 152,664 CHF | 155,665 CHF | 96.60% | 96.60% |
18/11/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 290,000 | 290,000 | 288,148 | 288,148 | 105,643 CHF | 108,525 CHF | 99.61% | 99.61% |
15/11/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 285,000 | 285,000 | 283,468 | 283,468 | 91,150 CHF | 93,985 CHF | 99.22% | 99.22% |
14/11/2024 | 3.76% | 0.31 CHF | 0.32 CHF | 285,000 | 285,000 | 278,028 | 278,028 | 73,537 CHF | 76,317 CHF | 97.92% | 97.92% |
13/11/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 297,572 | 297,572 | 147,196 CHF | 150,172 CHF | 99.05% | 99.05% |
12/11/2024 | 2.32% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 291,917 | 291,917 | 124,639 CHF | 127,558 CHF | 98.68% | 98.68% |
11/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 285,000 | 285,000 | 283,822 | 283,822 | 97,557 CHF | 100,395 CHF | 99.80% | 99.80% |
08/11/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 290,000 | 290,000 | 287,684 | 287,684 | 110,185 CHF | 113,062 CHF | 98.18% | 98.18% |
07/11/2024 | 2.80% | 0.31 CHF | 0.32 CHF | 280,000 | 280,000 | 283,357 | 283,357 | 100,414 CHF | 103,248 CHF | 98.08% | 98.08% |