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 | 1.00% | 1.03 CHF | 1.04 CHF | 418,400 | 418,400 | 418,400 | 418,400 | 417,819 CHF | 422,003 CHF | 100.00% | 100.00% |
19/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 421,800 | 421,800 | 421,800 | 421,800 | 439,986 CHF | 444,204 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 411,100 | 411,100 | 411,100 | 411,100 | 415,629 CHF | 419,740 CHF | 98.94% | 98.94% |
15/11/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 433,800 | 433,800 | 433,800 | 433,800 | 429,256 CHF | 433,594 CHF | 100.00% | 100.00% |
14/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 427,700 | 427,700 | 427,700 | 427,700 | 404,263 CHF | 408,540 CHF | 100.00% | 100.00% |
13/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 438,000 | 438,000 | 438,000 | 438,000 | 418,061 CHF | 422,441 CHF | 99.87% | 99.87% |
12/11/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 427,352 CHF | 432,102 CHF | 100.00% | 100.00% |
11/11/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 484,500 | 484,500 | 484,500 | 484,500 | 424,952 CHF | 429,797 CHF | 100.00% | 100.00% |
08/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 482,400 | 482,400 | 482,400 | 482,400 | 447,021 CHF | 451,845 CHF | 100.00% | 100.00% |
07/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 475,100 | 475,100 | 475,100 | 475,100 | 428,653 CHF | 433,404 CHF | 99.68% | 99.68% |