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 | 4.49% | 0.11 CHF | 0.12 CHF | 1,004,500 | 1,004,500 | 1,004,880 | 1,004,880 | 109,374 CHF | 114,398 CHF | 99.45% | 99.45% |
19/11/2024 | 4.56% | 0.11 CHF | 0.11 CHF | 1,005,000 | 1,005,000 | 961,476 | 961,476 | 103,005 CHF | 107,812 CHF | 98.78% | 98.78% |
18/11/2024 | 4.37% | 0.11 CHF | 0.11 CHF | 948,600 | 948,600 | 893,409 | 893,409 | 100,042 CHF | 104,509 CHF | 98.78% | 98.78% |
15/11/2024 | 4.19% | 0.12 CHF | 0.13 CHF | 876,000 | 876,000 | 841,074 | 841,074 | 98,235 CHF | 102,441 CHF | 100.00% | 100.00% |
14/11/2024 | 3.94% | 0.13 CHF | 0.13 CHF | 830,000 | 830,000 | 878,668 | 878,668 | 109,351 CHF | 113,744 CHF | 100.00% | 100.00% |
13/11/2024 | 4.18% | 0.12 CHF | 0.13 CHF | 892,700 | 892,700 | 925,489 | 925,489 | 108,334 CHF | 112,961 CHF | 100.00% | 100.00% |
12/11/2024 | 4.26% | 0.12 CHF | 0.13 CHF | 935,600 | 935,600 | 997,747 | 997,747 | 114,596 CHF | 119,584 CHF | 99.82% | 99.82% |
11/11/2024 | 4.69% | 0.11 CHF | 0.12 CHF | 1,014,400 | 1,014,400 | 1,071,010 | 1,071,010 | 111,505 CHF | 116,861 CHF | 99.74% | 99.74% |
08/11/2024 | 4.85% | 0.11 CHF | 0.11 CHF | 1,089,100 | 1,089,100 | 1,093,860 | 1,093,860 | 110,068 CHF | 115,537 CHF | 100.00% | 100.00% |
07/11/2024 | 4.90% | 0.10 CHF | 0.10 CHF | 1,095,300 | 1,095,300 | 1,032,330 | 1,032,330 | 102,803 CHF | 107,964 CHF | 99.96% | 99.96% |