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 | 1.13% | 0.94 CHF | 0.95 CHF | 588,100 | 588,100 | 595,946 | 595,946 | 525,308 CHF | 531,267 CHF | 99.45% | 99.45% |
19/11/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 601,300 | 601,300 | 584,209 | 584,209 | 494,971 CHF | 500,814 CHF | 100.00% | 100.00% |
18/11/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 573,000 | 573,000 | 592,627 | 592,627 | 519,939 CHF | 525,865 CHF | 98.78% | 98.78% |
15/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 606,000 | 606,000 | 579,800 | 579,800 | 502,837 CHF | 508,635 CHF | 98.67% | 98.67% |
14/11/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 563,000 | 563,000 | 625,120 | 625,120 | 570,906 CHF | 577,157 CHF | 100.00% | 100.00% |
13/11/2024 | 1.26% | 0.85 CHF | 0.86 CHF | 666,600 | 666,600 | 658,136 | 658,136 | 520,994 CHF | 527,575 CHF | 100.00% | 100.00% |
12/11/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 652,500 | 652,500 | 678,338 | 678,338 | 531,054 CHF | 537,837 CHF | 99.81% | 99.81% |
11/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 695,600 | 695,600 | 795,091 | 795,091 | 573,657 CHF | 581,608 CHF | 99.74% | 99.74% |
08/11/2024 | 1.67% | 0.64 CHF | 0.65 CHF | 860,400 | 860,400 | 863,746 | 863,746 | 514,832 CHF | 523,470 CHF | 99.16% | 99.16% |
07/11/2024 | 1.68% | 0.56 CHF | 0.57 CHF | 866,100 | 866,100 | 785,248 | 785,248 | 462,400 CHF | 470,253 CHF | 99.96% | 99.96% |