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 | 3.16% | 0.29 CHF | 0.30 CHF | 1,306,400 | 1,306,400 | 1,285,800 | 1,285,800 | 400,948 CHF | 413,806 CHF | 99.45% | 99.45% |
19/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 1,272,100 | 1,272,100 | 1,312,840 | 1,312,840 | 428,731 CHF | 441,860 CHF | 100.00% | 100.00% |
18/11/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 1,339,900 | 1,339,900 | 1,285,680 | 1,285,680 | 408,038 CHF | 420,895 CHF | 98.78% | 98.78% |
15/11/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 1,249,600 | 1,249,600 | 1,310,840 | 1,310,840 | 426,404 CHF | 439,512 CHF | 98.67% | 98.67% |
14/11/2024 | 3.20% | 0.33 CHF | 0.34 CHF | 1,350,200 | 1,350,200 | 1,179,320 | 1,179,320 | 361,570 CHF | 373,275 CHF | 100.00% | 100.00% |
13/11/2024 | 2.61% | 0.34 CHF | 0.35 CHF | 1,065,600 | 1,065,600 | 1,080,670 | 1,080,670 | 410,060 CHF | 420,866 CHF | 100.00% | 100.00% |
12/11/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 1,090,800 | 1,090,800 | 1,040,930 | 1,040,930 | 399,604 CHF | 410,013 CHF | 99.82% | 99.82% |
11/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 1,007,900 | 1,007,900 | 841,766 | 841,766 | 360,593 CHF | 369,010 CHF | 99.74% | 99.74% |
08/11/2024 | 1.72% | 0.53 CHF | 0.54 CHF | 733,400 | 733,400 | 729,875 | 729,875 | 419,942 CHF | 427,241 CHF | 99.16% | 99.16% |
07/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 727,500 | 727,500 | 804,802 | 804,802 | 473,304 CHF | 481,352 CHF | 99.96% | 99.96% |