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 | 0.74% | 1.41 CHF | 1.42 CHF | 636,900 | 636,900 | 636,900 | 636,900 | 858,109 CHF | 864,478 CHF | 100.00% | 100.00% |
19/11/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 675,900 | 675,900 | 675,900 | 675,900 | 957,244 CHF | 964,003 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 887,453 CHF | 894,153 CHF | 98.93% | 98.93% |
15/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 705,400 | 705,400 | 705,400 | 705,400 | 900,239 CHF | 907,293 CHF | 100.00% | 100.00% |
14/11/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 623,400 | 623,400 | 623,400 | 623,400 | 804,135 CHF | 810,369 CHF | 100.00% | 100.00% |
13/11/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 631,700 | 631,700 | 631,700 | 631,700 | 885,328 CHF | 891,645 CHF | 99.46% | 99.46% |
12/11/2024 | 0.79% | 1.39 CHF | 1.40 CHF | 789,400 | 789,400 | 789,400 | 789,400 | 997,022 CHF | 1,004,920 CHF | 100.00% | 100.00% |
11/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 706,200 | 706,200 | 706,055 | 706,055 | 801,354 CHF | 808,416 CHF | 100.00% | 100.00% |
08/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 781,900 | 781,900 | 781,900 | 781,900 | 957,534 CHF | 965,353 CHF | 99.87% | 99.87% |
07/11/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 729,400 | 729,400 | 729,400 | 729,400 | 856,754 CHF | 864,048 CHF | 99.68% | 99.68% |