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 | 1.26% | 0.77 CHF | 0.78 CHF | 2,820,100 | 2,820,100 | 2,820,100 | 2,820,100 | 2,226,560 CHF | 2,254,760 CHF | 100.00% | 100.00% |
19/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 2,762,200 | 2,762,200 | 2,762,200 | 2,762,200 | 2,104,200 CHF | 2,131,820 CHF | 100.00% | 100.00% |
18/11/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 2,741,200 | 2,741,200 | 2,741,200 | 2,741,200 | 2,182,470 CHF | 2,209,880 CHF | 99.58% | 99.58% |
15/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 2,611,200 | 2,611,200 | 2,611,200 | 2,611,200 | 2,159,270 CHF | 2,185,380 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 2,521,900 | 2,521,900 | 2,521,900 | 2,521,900 | 2,272,320 CHF | 2,297,540 CHF | 100.00% | 100.00% |
13/11/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 2,538,300 | 2,538,300 | 2,538,300 | 2,538,300 | 2,216,240 CHF | 2,241,630 CHF | 100.00% | 100.00% |
12/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 2,387,400 | 2,387,400 | 2,387,400 | 2,387,400 | 2,239,220 CHF | 2,263,100 CHF | 100.00% | 100.00% |
11/11/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 2,494,600 | 2,494,600 | 2,494,600 | 2,494,600 | 2,315,920 CHF | 2,340,870 CHF | 99.46% | 99.46% |
08/11/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 2,595,800 | 2,595,800 | 2,595,800 | 2,595,800 | 2,217,930 CHF | 2,243,890 CHF | 100.00% | 100.00% |
07/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 2,592,800 | 2,592,800 | 2,592,800 | 2,592,800 | 2,222,980 CHF | 2,248,910 CHF | 99.67% | 99.67% |