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 | 1.59% | 0.59 CHF | 0.60 CHF | 1,034,200 | 1,034,200 | 1,024,680 | 1,024,680 | 637,723 CHF | 647,970 CHF | 99.45% | 99.45% |
19/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 1,018,400 | 1,018,400 | 1,037,420 | 1,037,420 | 662,957 CHF | 673,331 CHF | 100.00% | 100.00% |
18/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 1,050,100 | 1,050,100 | 1,025,270 | 1,025,270 | 644,859 CHF | 655,112 CHF | 98.78% | 98.78% |
15/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 1,008,900 | 1,008,900 | 1,037,720 | 1,037,720 | 662,255 CHF | 672,632 CHF | 98.67% | 98.67% |
14/11/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 1,056,300 | 1,056,300 | 978,274 | 978,274 | 602,769 CHF | 612,551 CHF | 100.00% | 100.00% |
13/11/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 926,400 | 926,400 | 934,023 | 934,023 | 645,884 CHF | 655,225 CHF | 100.00% | 100.00% |
12/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 939,200 | 939,200 | 914,144 | 914,144 | 636,936 CHF | 646,078 CHF | 99.82% | 99.82% |
11/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 897,600 | 897,600 | 811,295 | 811,295 | 600,934 CHF | 609,047 CHF | 99.74% | 99.74% |
08/11/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 755,100 | 755,100 | 752,949 | 752,949 | 654,538 CHF | 662,068 CHF | 99.15% | 99.15% |
07/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 751,500 | 751,500 | 798,086 | 798,086 | 703,512 CHF | 711,493 CHF | 99.96% | 99.96% |