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 | 2.64% | 0.19 CHF | 0.20 CHF | 2,773,400 | 2,773,400 | 2,718,350 | 2,718,350 | 509,067 CHF | 522,659 CHF | 100.00% | 100.00% |
19/11/2024 | 2.53% | 0.19 CHF | 0.20 CHF | 2,660,300 | 2,660,300 | 2,726,630 | 2,726,630 | 532,417 CHF | 546,050 CHF | 98.77% | 98.77% |
18/11/2024 | 2.65% | 0.20 CHF | 0.20 CHF | 2,798,100 | 2,798,100 | 2,806,910 | 2,806,910 | 521,893 CHF | 535,927 CHF | 100.00% | 100.00% |
15/11/2024 | 2.76% | 0.18 CHF | 0.19 CHF | 2,816,200 | 2,816,200 | 2,906,300 | 2,906,300 | 519,945 CHF | 534,476 CHF | 100.00% | 100.00% |
14/11/2024 | 2.95% | 0.18 CHF | 0.18 CHF | 2,999,600 | 2,999,600 | 2,864,680 | 2,864,680 | 479,249 CHF | 493,572 CHF | 99.91% | 99.91% |
13/11/2024 | 2.63% | 0.19 CHF | 0.19 CHF | 2,722,100 | 2,722,100 | 2,786,670 | 2,786,670 | 522,526 CHF | 536,460 CHF | 100.00% | 100.00% |
12/11/2024 | 2.77% | 0.18 CHF | 0.19 CHF | 2,854,300 | 2,854,300 | 2,728,370 | 2,728,920 | 485,605 CHF | 499,346 CHF | 100.00% | 100.00% |
11/11/2024 | 2.56% | 0.18 CHF | 0.18 CHF | 2,596,600 | 2,596,600 | 2,566,370 | 2,566,370 | 494,732 CHF | 507,564 CHF | 100.00% | 100.00% |
08/11/2024 | 2.43% | 0.20 CHF | 0.21 CHF | 2,534,500 | 2,534,500 | 2,586,210 | 2,586,210 | 524,750 CHF | 537,681 CHF | 100.00% | 100.00% |
07/11/2024 | 2.47% | 0.21 CHF | 0.22 CHF | 2,640,500 | 2,640,500 | 2,554,400 | 2,554,400 | 511,064 CHF | 523,836 CHF | 99.41% | 99.41% |