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 | 0.94% | 1.11 CHF | 1.12 CHF | 630,900 | 630,900 | 637,367 | 637,367 | 672,235 CHF | 678,608 CHF | 99.42% | 99.42% |
19/11/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 641,800 | 641,800 | 627,898 | 627,898 | 642,373 CHF | 648,652 CHF | 100.00% | 100.00% |
18/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 618,700 | 618,700 | 634,854 | 634,854 | 667,200 CHF | 673,548 CHF | 98.75% | 98.75% |
15/11/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 645,900 | 645,900 | 624,635 | 624,635 | 650,863 CHF | 657,109 CHF | 98.67% | 98.67% |
14/11/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 611,100 | 611,100 | 662,417 | 662,417 | 717,304 CHF | 723,928 CHF | 100.00% | 100.00% |
13/11/2024 | 1.03% | 1.03 CHF | 1.04 CHF | 696,700 | 696,700 | 689,917 | 689,917 | 668,510 CHF | 675,409 CHF | 100.00% | 100.00% |
12/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 685,500 | 685,500 | 706,178 | 706,178 | 678,362 CHF | 685,424 CHF | 99.78% | 99.78% |
11/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 720,000 | 720,000 | 798,459 | 798,459 | 720,434 CHF | 728,418 CHF | 99.72% | 99.72% |
08/11/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 850,000 | 850,000 | 852,509 | 852,509 | 663,293 CHF | 671,818 CHF | 99.15% | 99.15% |
07/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 854,300 | 854,300 | 793,549 | 793,549 | 612,150 CHF | 620,085 CHF | 100.00% | 100.00% |