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 | 1.16% | 0.85 CHF | 0.86 CHF | 1,743,500 | 1,743,500 | 1,659,770 | 1,659,770 | 1,428,130 CHF | 1,444,730 CHF | 100.00% | 100.00% |
20/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 1,572,900 | 1,572,900 | 1,528,020 | 1,528,020 | 1,448,800 CHF | 1,464,080 CHF | 100.00% | 100.00% |
19/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 1,522,100 | 1,522,100 | 1,481,060 | 1,481,060 | 1,401,520 CHF | 1,416,330 CHF | 98.78% | 98.78% |
18/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 1,475,500 | 1,475,500 | 1,390,130 | 1,390,130 | 1,392,620 CHF | 1,406,530 CHF | 100.00% | 100.00% |
15/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 1,378,800 | 1,378,800 | 1,368,690 | 1,368,690 | 1,435,940 CHF | 1,449,630 CHF | 100.00% | 100.00% |
14/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 1,367,500 | 1,367,500 | 1,442,180 | 1,442,180 | 1,545,410 CHF | 1,559,830 CHF | 99.91% | 99.91% |
13/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1,452,000 | 1,452,000 | 1,472,760 | 1,472,760 | 1,445,400 CHF | 1,460,130 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1,475,400 | 1,475,400 | 1,520,800 | 1,520,800 | 1,503,650 CHF | 1,518,860 CHF | 100.00% | 100.00% |
11/11/2024 | 1.09% | 0.97 CHF | 0.98 CHF | 1,526,900 | 1,526,900 | 1,700,160 | 1,700,160 | 1,558,420 CHF | 1,575,420 CHF | 100.00% | 100.00% |
08/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 1,722,800 | 1,722,800 | 1,726,070 | 1,726,070 | 1,481,840 CHF | 1,499,100 CHF | 100.00% | 100.00% |