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 | 0.63% | 1.49 CHF | 1.50 CHF | 1,214,300 | 1,214,300 | 1,214,300 | 1,214,300 | 1,911,830 CHF | 1,923,970 CHF | 100.00% | 100.00% |
19/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 1,139,200 | 1,139,200 | 1,139,200 | 1,139,200 | 1,663,720 CHF | 1,675,120 CHF | 100.00% | 100.00% |
18/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 1,124,400 | 1,124,400 | 1,124,400 | 1,124,400 | 1,838,080 CHF | 1,849,330 CHF | 100.00% | 100.00% |
15/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 1,095,400 | 1,095,400 | 1,095,400 | 1,095,400 | 1,859,710 CHF | 1,870,670 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 1,227,800 | 1,227,800 | 1,227,800 | 1,227,800 | 2,092,730 CHF | 2,105,010 CHF | 100.00% | 100.00% |
13/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 1,208,800 | 1,208,800 | 1,208,800 | 1,208,800 | 1,839,170 CHF | 1,851,260 CHF | 100.00% | 100.00% |
12/11/2024 | 0.57% | 1.54 CHF | 1.55 CHF | 970,500 | 970,500 | 970,500 | 970,500 | 1,705,010 CHF | 1,714,720 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 1,072,400 | 1,072,400 | 1,072,400 | 1,072,400 | 2,138,460 CHF | 2,149,180 CHF | 100.00% | 100.00% |
08/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 997,500 | 997,500 | 997,500 | 997,500 | 1,781,090 CHF | 1,791,070 CHF | 100.00% | 100.00% |
07/11/2024 | 0.53% | 1.94 CHF | 1.95 CHF | 1,146,400 | 1,146,400 | 1,146,400 | 1,146,400 | 2,150,760 CHF | 2,162,220 CHF | 99.67% | 99.67% |