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 | 0.95% | 0.99 CHF | 1.00 CHF | 843,200 | 843,200 | 843,200 | 843,200 | 880,212 CHF | 888,644 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 802,900 | 802,900 | 802,900 | 802,900 | 791,367 CHF | 799,396 CHF | 100.00% | 100.00% |
18/11/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 807,700 | 807,700 | 807,700 | 807,700 | 864,343 CHF | 872,420 CHF | 98.94% | 98.94% |
15/11/2024 | 0.89% | 1.08 CHF | 1.09 CHF | 774,300 | 774,300 | 774,300 | 774,300 | 866,136 CHF | 873,879 CHF | 100.00% | 100.00% |
14/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 844,200 | 844,200 | 844,200 | 844,200 | 937,117 CHF | 945,559 CHF | 100.00% | 100.00% |
13/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 835,200 | 835,200 | 835,200 | 835,200 | 858,330 CHF | 866,682 CHF | 99.46% | 99.46% |
12/11/2024 | 0.85% | 1.04 CHF | 1.05 CHF | 672,900 | 672,900 | 672,900 | 672,900 | 794,131 CHF | 800,860 CHF | 100.00% | 100.00% |
11/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 727,600 | 727,600 | 727,450 | 727,450 | 970,422 CHF | 977,698 CHF | 100.00% | 100.00% |
08/11/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 666,700 | 666,700 | 666,700 | 666,700 | 839,774 CHF | 846,441 CHF | 99.87% | 99.87% |
07/11/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 701,400 | 701,400 | 701,400 | 701,400 | 933,900 CHF | 940,914 CHF | 99.68% | 99.68% |