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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 1,517,400 | 1,517,400 | 1,517,400 | 1,517,400 | 400,542 CHF | 414,952 CHF | 100.00% | 100.00% |
22/11/2024 | 2.06% | 0.26 CHF | 0.26 CHF | 1,631,600 | 1,631,600 | 1,631,600 | 1,631,600 | 393,014 CHF | 401,192 CHF | 100.00% | 100.00% |
20/11/2024 | 2.04% | 0.23 CHF | 0.23 CHF | 1,639,800 | 1,639,800 | 1,639,800 | 1,639,800 | 398,926 CHF | 407,125 CHF | 100.00% | 100.00% |
19/11/2024 | 2.23% | 0.23 CHF | 0.24 CHF | 1,489,500 | 1,489,500 | 1,489,500 | 1,489,500 | 332,983 CHF | 340,459 CHF | 100.00% | 100.00% |
18/11/2024 | 2.31% | 0.26 CHF | 0.27 CHF | 1,468,900 | 1,468,900 | 1,468,890 | 1,468,890 | 376,325 CHF | 385,174 CHF | 99.05% | 99.05% |
15/11/2024 | 3.55% | 0.26 CHF | 0.27 CHF | 1,336,800 | 1,336,800 | 1,336,800 | 1,336,800 | 369,227 CHF | 382,564 CHF | 100.00% | 100.00% |
14/11/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 1,618,800 | 1,618,800 | 1,618,800 | 1,618,800 | 450,051 CHF | 465,625 CHF | 99.08% | 99.08% |
13/11/2024 | 2.09% | 0.24 CHF | 0.24 CHF | 1,600,600 | 1,600,600 | 1,600,600 | 1,600,600 | 380,254 CHF | 388,257 CHF | 100.00% | 100.00% |
12/11/2024 | 3.21% | 0.25 CHF | 0.25 CHF | 1,193,000 | 1,193,000 | 1,193,000 | 1,193,000 | 341,600 CHF | 352,819 CHF | 100.00% | 100.00% |
11/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 1,327,600 | 1,327,600 | 1,327,600 | 1,327,600 | 444,944 CHF | 458,220 CHF | 100.00% | 100.00% |