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 | 1.18% | 0.80 CHF | 0.81 CHF | 1,982,500 | 1,982,500 | 1,982,500 | 1,982,500 | 1,672,490 CHF | 1,692,320 CHF | 100.00% | 100.00% |
19/11/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 2,035,500 | 2,035,500 | 2,035,500 | 2,035,500 | 1,616,870 CHF | 1,637,220 CHF | 100.00% | 100.00% |
18/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 2,088,000 | 2,088,000 | 2,088,000 | 2,088,000 | 1,675,740 CHF | 1,696,620 CHF | 99.55% | 99.55% |
15/11/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 1,892,700 | 1,892,700 | 1,892,700 | 1,892,700 | 1,603,940 CHF | 1,622,860 CHF | 100.00% | 100.00% |
14/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 1,811,900 | 1,811,900 | 1,811,900 | 1,811,900 | 1,711,940 CHF | 1,730,060 CHF | 100.00% | 100.00% |
13/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 1,813,600 | 1,813,600 | 1,813,600 | 1,813,600 | 1,680,050 CHF | 1,698,180 CHF | 100.00% | 100.00% |
12/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 1,775,700 | 1,775,700 | 1,775,700 | 1,775,700 | 1,683,010 CHF | 1,700,770 CHF | 100.00% | 100.00% |
11/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 1,782,100 | 1,782,100 | 1,782,100 | 1,782,100 | 1,729,290 CHF | 1,747,110 CHF | 100.00% | 100.00% |
08/11/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 1,829,900 | 1,829,900 | 1,829,900 | 1,829,900 | 1,674,730 CHF | 1,693,020 CHF | 100.00% | 100.00% |
07/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 1,922,800 | 1,922,800 | 1,922,800 | 1,922,800 | 1,693,450 CHF | 1,712,680 CHF | 99.68% | 99.68% |