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 | 1.09% | 0.98 CHF | 0.99 CHF | 637,800 | 637,800 | 637,800 | 637,800 | 584,690 CHF | 591,068 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 694,200 | 694,200 | 694,200 | 694,200 | 685,055 CHF | 691,997 CHF | 100.00% | 100.00% |
18/11/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 685,500 | 685,500 | 685,500 | 685,500 | 612,414 CHF | 619,269 CHF | 98.93% | 98.93% |
15/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 737,800 | 737,800 | 737,800 | 737,800 | 623,097 CHF | 630,475 CHF | 100.00% | 100.00% |
14/11/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 613,900 | 613,900 | 613,900 | 613,900 | 528,477 CHF | 534,616 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 625,700 | 625,700 | 625,700 | 625,700 | 611,983 CHF | 618,240 CHF | 99.46% | 99.46% |
12/11/2024 | 1.18% | 0.96 CHF | 0.97 CHF | 851,300 | 851,300 | 851,300 | 851,300 | 718,517 CHF | 727,030 CHF | 100.00% | 100.00% |
11/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 721,700 | 721,700 | 721,556 | 721,556 | 520,361 CHF | 527,578 CHF | 100.00% | 100.00% |
08/11/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 833,500 | 833,500 | 833,500 | 833,500 | 676,672 CHF | 685,007 CHF | 99.87% | 99.87% |
07/11/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 752,600 | 752,600 | 752,600 | 752,600 | 574,078 CHF | 581,604 CHF | 99.67% | 99.67% |