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 | 3.68% | 0.26 CHF | 0.27 CHF | 250,800 | 250,800 | 249,445 | 249,445 | 66,503 CHF | 68,998 CHF | 100.00% | 100.00% |
19/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 259,200 | 259,200 | 258,924 | 258,924 | 66,144 CHF | 68,733 CHF | 100.00% | 100.00% |
18/11/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 279,800 | 279,800 | 277,702 | 277,702 | 73,903 CHF | 76,680 CHF | 100.00% | 100.00% |
15/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 291,300 | 291,300 | 286,964 | 286,964 | 71,444 CHF | 74,314 CHF | 100.00% | 100.00% |
14/11/2024 | 4.52% | 0.24 CHF | 0.25 CHF | 341,700 | 341,700 | 343,610 | 343,610 | 74,549 CHF | 77,985 CHF | 99.35% | 99.35% |
13/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 303,300 | 303,300 | 300,321 | 300,321 | 61,242 CHF | 64,246 CHF | 100.00% | 100.00% |
12/11/2024 | 3.80% | 0.23 CHF | 0.24 CHF | 276,500 | 276,500 | 272,783 | 272,783 | 70,456 CHF | 73,184 CHF | 100.00% | 100.00% |
11/11/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 279,700 | 279,700 | 280,709 | 280,709 | 69,546 CHF | 72,353 CHF | 99.93% | 99.93% |
08/11/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 217,400 | 217,400 | 216,158 | 216,158 | 50,324 CHF | 52,485 CHF | 99.40% | 99.40% |
07/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 250,400 | 250,400 | 249,903 | 249,903 | 81,184 CHF | 83,683 CHF | 100.00% | 100.00% |