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 | 1.30% | 0.82 CHF | 0.83 CHF | 532,200 | 532,200 | 204,394 | 204,394 | 164,000 CHF | 166,050 CHF | 99.90% | 99.90% |
19/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 408,300 | 408,300 | 162,038 | 162,038 | 145,908 CHF | 147,531 CHF | 97.53% | 97.53% |
18/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 435,700 | 435,700 | 169,045 | 169,045 | 166,210 CHF | 167,904 CHF | 98.85% | 98.92% |
15/11/2024 | 1.20% | 0.90 CHF | 0.91 CHF | 509,200 | 509,200 | 201,063 | 201,063 | 173,844 CHF | 175,858 CHF | 99.73% | 99.73% |
14/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 459,300 | 459,300 | 183,598 | 183,598 | 146,705 CHF | 148,544 CHF | 100.00% | 100.00% |
13/11/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 535,900 | 535,900 | 199,055 | 199,055 | 157,076 CHF | 159,070 CHF | 100.00% | 100.00% |
12/11/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 441,300 | 441,300 | 181,276 | 181,276 | 147,321 CHF | 149,136 CHF | 100.00% | 100.00% |
11/11/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 521,600 | 521,600 | 201,111 | 201,111 | 164,313 CHF | 166,327 CHF | 100.00% | 100.00% |
08/11/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 544,000 | 544,000 | 210,285 | 210,285 | 163,877 CHF | 165,983 CHF | 100.00% | 100.00% |
07/11/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 484,600 | 484,600 | 192,056 | 192,056 | 155,978 CHF | 157,901 CHF | 99.76% | 99.76% |