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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 2,173,600 | 2,173,600 | 2,173,600 | 2,173,600 | 2,314,710 CHF | 2,336,450 CHF | 100.00% | 100.00% |
20/11/2024 | 0.95% | 0.99 CHF | 1.00 CHF | 2,213,200 | 2,213,200 | 2,213,200 | 2,213,200 | 2,320,830 CHF | 2,342,960 CHF | 100.00% | 100.00% |
19/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 2,320,100 | 2,320,100 | 2,320,100 | 2,320,100 | 2,265,880 CHF | 2,289,090 CHF | 100.00% | 100.00% |
18/11/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 2,429,500 | 2,429,500 | 2,429,500 | 2,429,500 | 2,389,650 CHF | 2,413,940 CHF | 98.93% | 98.93% |
15/11/2024 | 0.92% | 0.98 CHF | 0.99 CHF | 2,010,800 | 2,010,800 | 2,010,800 | 2,010,800 | 2,179,310 CHF | 2,199,420 CHF | 100.00% | 100.00% |
14/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1,915,000 | 1,915,000 | 1,915,000 | 1,915,000 | 2,391,060 CHF | 2,410,210 CHF | 100.00% | 100.00% |
13/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 1,891,100 | 1,891,100 | 1,891,100 | 1,891,100 | 2,347,160 CHF | 2,366,080 CHF | 100.00% | 100.00% |
12/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1,866,600 | 1,866,600 | 1,866,600 | 1,866,600 | 2,361,150 CHF | 2,379,810 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 1,854,100 | 1,854,100 | 1,854,100 | 1,854,100 | 2,410,710 CHF | 2,429,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1,863,900 | 1,863,900 | 1,863,900 | 1,863,900 | 2,327,410 CHF | 2,346,050 CHF | 100.00% | 100.00% |