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 | 2.00% | 0.51 CHF | 0.52 CHF | 1,080,800 | 1,080,800 | 1,194,710 | 1,194,710 | 590,055 CHF | 602,002 CHF | 100.00% | 100.00% |
20/11/2024 | 2.64% | 0.40 CHF | 0.41 CHF | 1,331,600 | 1,331,600 | 1,414,820 | 1,414,820 | 528,710 CHF | 542,858 CHF | 100.00% | 100.00% |
19/11/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 1,425,800 | 1,425,800 | 1,509,860 | 1,509,860 | 562,421 CHF | 577,519 CHF | 98.78% | 98.78% |
18/11/2024 | 3.02% | 0.35 CHF | 0.36 CHF | 1,521,300 | 1,521,300 | 1,713,680 | 1,713,650 | 559,842 CHF | 576,969 CHF | 100.00% | 100.00% |
15/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 1,739,200 | 1,739,200 | 1,766,660 | 1,766,660 | 517,283 CHF | 534,950 CHF | 100.00% | 100.00% |
14/11/2024 | 2.76% | 0.30 CHF | 0.31 CHF | 1,769,900 | 1,769,900 | 1,556,680 | 1,556,680 | 427,244 CHF | 439,336 CHF | 99.79% | 99.79% |
13/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 1,528,600 | 1,528,600 | 1,479,890 | 1,479,890 | 527,680 CHF | 542,479 CHF | 100.00% | 100.00% |
12/11/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 1,473,700 | 1,473,700 | 1,373,000 | 1,373,460 | 475,730 CHF | 489,618 CHF | 100.00% | 100.00% |
11/11/2024 | 2.21% | 0.37 CHF | 0.38 CHF | 1,360,000 | 1,360,000 | 1,019,140 | 1,019,140 | 458,028 CHF | 468,220 CHF | 100.00% | 100.00% |
08/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 974,600 | 974,600 | 970,181 | 970,181 | 524,834 CHF | 534,536 CHF | 100.00% | 100.00% |