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 | 1.83% | 0.52 CHF | 0.53 CHF | 1,735,000 | 1,735,000 | 1,724,700 | 1,724,700 | 935,317 CHF | 952,564 CHF | 99.44% | 99.44% |
19/11/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 1,718,000 | 1,718,000 | 1,738,580 | 1,738,580 | 957,912 CHF | 975,298 CHF | 100.00% | 100.00% |
18/11/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 1,752,400 | 1,752,400 | 1,725,710 | 1,725,710 | 940,894 CHF | 958,151 CHF | 98.77% | 98.77% |
15/11/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 1,708,300 | 1,708,300 | 1,739,620 | 1,739,620 | 960,117 CHF | 977,513 CHF | 98.67% | 98.67% |
14/11/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 1,759,900 | 1,759,900 | 1,676,350 | 1,676,350 | 903,223 CHF | 919,987 CHF | 100.00% | 100.00% |
13/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 1,620,900 | 1,620,900 | 1,629,420 | 1,629,420 | 944,556 CHF | 960,850 CHF | 100.00% | 100.00% |
12/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 1,635,300 | 1,635,300 | 1,607,240 | 1,607,240 | 934,275 CHF | 950,347 CHF | 99.81% | 99.81% |
11/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 1,588,800 | 1,588,800 | 1,490,520 | 1,490,520 | 902,289 CHF | 917,194 CHF | 99.73% | 99.73% |
08/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 1,426,700 | 1,426,700 | 1,424,070 | 1,424,070 | 953,062 CHF | 967,303 CHF | 99.15% | 99.15% |
07/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 1,422,400 | 1,422,400 | 1,479,090 | 1,479,090 | 1,001,000 CHF | 1,015,800 CHF | 99.96% | 99.96% |