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 | 0.91% | 1.01 CHF | 1.02 CHF | 1,051,800 | 1,051,800 | 1,051,800 | 1,051,800 | 1,156,010 CHF | 1,166,520 CHF | 100.00% | 100.00% |
19/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 1,095,900 | 1,095,900 | 1,095,900 | 1,095,900 | 1,103,850 CHF | 1,114,810 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 1,139,900 | 1,139,900 | 1,139,900 | 1,139,900 | 1,163,360 CHF | 1,174,750 CHF | 99.55% | 99.55% |
15/11/2024 | 0.90% | 1.03 CHF | 1.04 CHF | 971,900 | 971,900 | 971,900 | 971,900 | 1,080,040 CHF | 1,089,760 CHF | 100.00% | 100.00% |
14/11/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 906,400 | 906,400 | 906,400 | 906,400 | 1,188,080 CHF | 1,197,140 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 907,700 | 907,700 | 907,700 | 907,700 | 1,158,510 CHF | 1,167,580 CHF | 100.00% | 100.00% |
12/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 877,700 | 877,700 | 877,700 | 877,700 | 1,160,520 CHF | 1,169,290 CHF | 100.00% | 100.00% |
11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 882,700 | 882,700 | 882,700 | 882,700 | 1,212,020 CHF | 1,220,850 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 1.32 CHF | 1.33 CHF | 919,500 | 919,500 | 919,500 | 919,500 | 1,161,010 CHF | 1,170,200 CHF | 100.00% | 100.00% |
07/11/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 992,800 | 992,800 | 992,800 | 992,800 | 1,183,090 CHF | 1,193,020 CHF | 99.68% | 99.68% |