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 | 1.59% | 0.59 CHF | 0.60 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,871,400 CHF | 1,901,400 CHF | 100.00% | 100.00% |
19/11/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 2,847,900 | 2,847,900 | 2,847,900 | 2,847,900 | 1,646,270 CHF | 1,674,750 CHF | 100.00% | 100.00% |
18/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 2,810,800 | 2,810,800 | 2,810,800 | 2,810,800 | 1,821,440 CHF | 1,849,550 CHF | 100.00% | 100.00% |
15/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 2,738,500 | 2,738,500 | 2,738,500 | 2,738,500 | 1,843,710 CHF | 1,871,090 CHF | 100.00% | 100.00% |
14/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,025,780 CHF | 2,055,780 CHF | 100.00% | 100.00% |
13/11/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,807,420 CHF | 1,837,420 CHF | 100.00% | 100.00% |
12/11/2024 | 1.43% | 0.61 CHF | 0.62 CHF | 2,426,100 | 2,426,100 | 2,426,100 | 2,426,100 | 1,690,070 CHF | 1,714,330 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 2,680,900 | 2,680,900 | 2,680,900 | 2,680,900 | 2,121,930 CHF | 2,148,740 CHF | 100.00% | 100.00% |
08/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 2,493,700 | 2,493,700 | 2,493,700 | 2,493,700 | 1,765,940 CHF | 1,790,880 CHF | 100.00% | 100.00% |
07/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 2,866,000 | 2,866,000 | 2,866,000 | 2,866,000 | 2,134,290 CHF | 2,162,950 CHF | 99.68% | 99.68% |