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 | 2.05% | 0.46 CHF | 0.47 CHF | 1,554,900 | 1,554,900 | 1,554,900 | 1,554,900 | 752,636 CHF | 768,185 CHF | 100.00% | 100.00% |
19/11/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 1,490,100 | 1,490,100 | 1,490,100 | 1,490,100 | 692,997 CHF | 707,898 CHF | 100.00% | 100.00% |
18/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 1,480,700 | 1,480,700 | 1,480,700 | 1,480,700 | 735,012 CHF | 749,819 CHF | 99.02% | 99.02% |
15/11/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 1,420,200 | 1,420,200 | 1,420,200 | 1,420,200 | 740,307 CHF | 754,509 CHF | 100.00% | 100.00% |
14/11/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 1,556,300 | 1,556,300 | 1,556,300 | 1,556,300 | 808,873 CHF | 824,436 CHF | 99.08% | 99.08% |
13/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 1,548,300 | 1,548,300 | 1,548,300 | 1,548,300 | 736,808 CHF | 752,291 CHF | 100.00% | 100.00% |
12/11/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 1,369,100 | 1,369,100 | 1,369,100 | 1,369,100 | 711,965 CHF | 725,656 CHF | 100.00% | 100.00% |
11/11/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 1,439,200 | 1,439,200 | 1,439,200 | 1,439,200 | 808,669 CHF | 823,061 CHF | 100.00% | 100.00% |
08/11/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 1,364,700 | 1,364,700 | 1,364,700 | 1,364,700 | 729,846 CHF | 743,493 CHF | 100.00% | 100.00% |
07/11/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 1,436,200 | 1,436,200 | 1,436,200 | 1,436,200 | 795,649 CHF | 810,011 CHF | 99.68% | 99.68% |