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 | 1.24% | 0.75 CHF | 0.76 CHF | 587,100 | 587,100 | 587,100 | 587,100 | 472,162 CHF | 478,033 CHF | 100.00% | 100.00% |
19/11/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 543,000 | 543,000 | 543,000 | 543,000 | 407,669 CHF | 413,099 CHF | 100.00% | 100.00% |
18/11/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 536,900 | 536,900 | 536,899 | 536,899 | 452,339 CHF | 457,708 CHF | 99.05% | 99.05% |
15/11/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 497,400 | 497,400 | 497,400 | 497,400 | 451,414 CHF | 456,388 CHF | 100.00% | 100.00% |
14/11/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 583,200 | 583,200 | 583,200 | 583,200 | 530,185 CHF | 536,017 CHF | 99.08% | 99.08% |
13/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 577,900 | 577,900 | 577,900 | 577,900 | 454,356 CHF | 460,135 CHF | 100.00% | 100.00% |
12/11/2024 | 1.08% | 0.80 CHF | 0.81 CHF | 457,500 | 457,500 | 457,500 | 457,500 | 422,602 CHF | 427,177 CHF | 100.00% | 100.00% |
11/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 499,700 | 499,700 | 499,700 | 499,700 | 525,181 CHF | 530,178 CHF | 100.00% | 100.00% |
08/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 453,100 | 453,100 | 453,100 | 453,100 | 439,078 CHF | 443,609 CHF | 100.00% | 100.00% |
07/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 495,900 | 495,900 | 495,900 | 495,900 | 510,829 CHF | 515,788 CHF | 99.68% | 99.68% |