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 | 2.45% | 0.20 CHF | 0.21 CHF | 2,505,200 | 2,505,200 | 2,587,840 | 2,587,840 | 522,673 CHF | 535,612 CHF | 100.00% | 100.00% |
19/11/2024 | 2.56% | 0.20 CHF | 0.20 CHF | 2,675,000 | 2,675,000 | 2,563,520 | 2,563,520 | 494,776 CHF | 507,594 CHF | 98.78% | 98.78% |
18/11/2024 | 2.40% | 0.20 CHF | 0.20 CHF | 2,443,500 | 2,443,500 | 2,429,970 | 2,429,970 | 500,967 CHF | 513,116 CHF | 100.00% | 100.00% |
15/11/2024 | 2.30% | 0.22 CHF | 0.22 CHF | 2,415,700 | 2,415,700 | 2,286,690 | 2,286,690 | 490,583 CHF | 502,017 CHF | 100.00% | 100.00% |
14/11/2024 | 2.14% | 0.22 CHF | 0.23 CHF | 2,153,100 | 2,153,100 | 2,314,280 | 2,314,280 | 535,787 CHF | 547,358 CHF | 99.91% | 99.91% |
13/11/2024 | 2.39% | 0.21 CHF | 0.22 CHF | 2,484,600 | 2,484,600 | 2,386,140 | 2,386,140 | 493,437 CHF | 505,368 CHF | 100.00% | 100.00% |
12/11/2024 | 2.27% | 0.22 CHF | 0.22 CHF | 2,283,000 | 2,283,000 | 2,449,930 | 2,449,930 | 534,967 CHF | 547,216 CHF | 100.00% | 100.00% |
11/11/2024 | 2.44% | 0.22 CHF | 0.23 CHF | 2,626,100 | 2,626,100 | 2,676,290 | 2,676,290 | 542,254 CHF | 555,636 CHF | 100.00% | 100.00% |
08/11/2024 | 2.60% | 0.20 CHF | 0.20 CHF | 2,729,200 | 2,729,200 | 2,636,070 | 2,636,070 | 500,207 CHF | 513,387 CHF | 100.00% | 100.00% |
07/11/2024 | 2.54% | 0.19 CHF | 0.19 CHF | 2,538,300 | 2,538,300 | 2,675,860 | 2,675,860 | 520,856 CHF | 534,235 CHF | 99.41% | 99.41% |