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 | 1.87% | 0.50 CHF | 0.51 CHF | 936,300 | 936,300 | 924,623 | 924,623 | 490,746 CHF | 499,992 CHF | 99.42% | 99.42% |
19/11/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 916,800 | 916,800 | 940,030 | 940,030 | 517,088 CHF | 526,489 CHF | 100.00% | 100.00% |
18/11/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 955,500 | 955,500 | 924,868 | 924,868 | 497,258 CHF | 506,506 CHF | 98.75% | 98.75% |
15/11/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 904,600 | 904,600 | 939,696 | 939,696 | 515,615 CHF | 525,012 CHF | 98.67% | 98.67% |
14/11/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 962,200 | 962,200 | 865,809 | 865,809 | 453,023 CHF | 461,682 CHF | 100.00% | 100.00% |
13/11/2024 | 1.61% | 0.56 CHF | 0.57 CHF | 801,700 | 801,700 | 810,644 | 810,644 | 498,796 CHF | 506,903 CHF | 100.00% | 100.00% |
12/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 816,700 | 816,700 | 787,126 | 787,126 | 488,585 CHF | 496,456 CHF | 99.78% | 99.78% |
11/11/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 767,600 | 767,600 | 667,424 | 667,424 | 451,236 CHF | 457,910 CHF | 99.72% | 99.72% |
08/11/2024 | 1.18% | 0.79 CHF | 0.80 CHF | 602,100 | 602,100 | 599,770 | 599,770 | 507,312 CHF | 513,310 CHF | 99.15% | 99.15% |
07/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 598,300 | 598,300 | 648,595 | 648,595 | 558,654 CHF | 565,140 CHF | 100.00% | 100.00% |