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 | 0.84% | 1.10 CHF | 1.11 CHF | 515,400 | 515,400 | 515,400 | 515,400 | 610,724 CHF | 615,878 CHF | 100.00% | 100.00% |
19/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 476,700 | 476,700 | 476,700 | 476,700 | 517,192 CHF | 521,958 CHF | 100.00% | 100.00% |
18/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 481,300 | 481,300 | 481,300 | 481,300 | 592,061 CHF | 596,874 CHF | 98.93% | 98.93% |
15/11/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 591,348 CHF | 595,848 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 513,800 | 513,800 | 513,800 | 513,800 | 668,946 CHF | 674,084 CHF | 100.00% | 100.00% |
13/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 505,200 | 505,200 | 505,200 | 505,200 | 587,314 CHF | 592,366 CHF | 99.46% | 99.46% |
12/11/2024 | 0.69% | 1.17 CHF | 1.18 CHF | 350,900 | 350,900 | 350,900 | 350,900 | 512,507 CHF | 516,016 CHF | 100.00% | 100.00% |
11/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 395,800 | 395,800 | 395,717 | 395,717 | 698,280 CHF | 702,238 CHF | 100.00% | 100.00% |
08/11/2024 | 0.61% | 1.55 CHF | 1.56 CHF | 343,800 | 343,800 | 343,800 | 343,800 | 558,946 CHF | 562,384 CHF | 99.87% | 99.87% |
07/11/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 371,900 | 371,900 | 371,900 | 371,900 | 657,245 CHF | 660,964 CHF | 99.68% | 99.68% |