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 | 7.22% | 0.13 CHF | 0.14 CHF | 729,900 | 364,950 | 712,738 | 356,369 | 95,203 CHF | 51,165 CHF | 100.00% | 100.00% |
19/11/2024 | 7.15% | 0.14 CHF | 0.14 CHF | 738,200 | 369,100 | 722,105 | 361,052 | 97,528 CHF | 52,376 CHF | 100.00% | 100.00% |
18/11/2024 | 7.09% | 0.14 CHF | 0.14 CHF | 675,500 | 337,750 | 660,632 | 330,316 | 89,840 CHF | 48,223 CHF | 99.78% | 99.78% |
15/11/2024 | 6.68% | 0.14 CHF | 0.16 CHF | 674,400 | 337,200 | 656,052 | 328,026 | 94,959 CHF | 50,760 CHF | 100.00% | 100.00% |
14/11/2024 | 6.50% | 0.14 CHF | 0.16 CHF | 660,900 | 330,450 | 649,074 | 324,537 | 96,648 CHF | 51,569 CHF | 99.74% | 99.74% |
13/11/2024 | 6.03% | 0.15 CHF | 0.16 CHF | 570,300 | 285,150 | 563,270 | 281,635 | 90,710 CHF | 48,171 CHF | 100.00% | 100.00% |
12/11/2024 | 6.20% | 0.17 CHF | 0.18 CHF | 839,400 | 419,700 | 798,937 | 399,468 | 125,852 CHF | 66,928 CHF | 100.00% | 100.00% |
11/11/2024 | 7.16% | 0.13 CHF | 0.14 CHF | 727,300 | 363,650 | 710,809 | 355,404 | 95,797 CHF | 51,453 CHF | 100.00% | 100.00% |
08/11/2024 | 7.00% | 0.14 CHF | 0.14 CHF | 725,100 | 362,550 | 712,178 | 356,089 | 98,161 CHF | 52,641 CHF | 99.18% | 99.18% |
07/11/2024 | 7.14% | 0.14 CHF | 0.14 CHF | 755,300 | 377,650 | 738,512 | 369,256 | 99,856 CHF | 53,621 CHF | 97.17% | 97.17% |