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 | 0.37% | 2.58 CHF | 2.59 CHF | 870,200 | 870,200 | 870,200 | 870,200 | 2,348,830 CHF | 2,357,530 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 828,300 | 828,300 | 828,300 | 828,300 | 2,106,660 CHF | 2,114,940 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 819,900 | 819,900 | 819,900 | 819,900 | 2,280,530 CHF | 2,288,730 CHF | 100.00% | 100.00% |
15/11/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 803,500 | 803,500 | 803,500 | 803,500 | 2,304,130 CHF | 2,312,160 CHF | 100.00% | 100.00% |
14/11/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 879,000 | 879,000 | 879,000 | 879,000 | 2,527,200 CHF | 2,535,990 CHF | 100.00% | 100.00% |
13/11/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 868,400 | 868,400 | 868,400 | 868,400 | 2,277,930 CHF | 2,286,610 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 2.65 CHF | 2.66 CHF | 735,200 | 735,200 | 735,200 | 735,200 | 2,154,640 CHF | 2,162,000 CHF | 100.00% | 100.00% |
11/11/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 795,300 | 795,300 | 795,300 | 795,300 | 2,577,470 CHF | 2,585,420 CHF | 100.00% | 100.00% |
08/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 752,100 | 752,100 | 752,100 | 752,100 | 2,229,310 CHF | 2,236,830 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 839,400 | 839,400 | 839,400 | 839,400 | 2,588,030 CHF | 2,596,430 CHF | 99.68% | 99.68% |