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 | 7.04% | 0.14 CHF | 0.14 CHF | 374,900 | 374,900 | 364,898 | 364,898 | 50,004 CHF | 53,653 CHF | 100.00% | 100.00% |
19/11/2024 | 7.13% | 0.14 CHF | 0.14 CHF | 362,800 | 362,800 | 352,637 | 352,637 | 47,741 CHF | 51,269 CHF | 100.00% | 100.00% |
18/11/2024 | 7.10% | 0.14 CHF | 0.15 CHF | 373,800 | 373,800 | 363,880 | 363,880 | 49,477 CHF | 53,116 CHF | 100.00% | 100.00% |
15/11/2024 | 7.17% | 0.14 CHF | 0.14 CHF | 386,900 | 386,900 | 376,181 | 376,181 | 50,636 CHF | 54,398 CHF | 100.00% | 100.00% |
14/11/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 380,900 | 380,900 | 375,080 | 375,080 | 47,487 CHF | 51,238 CHF | 99.35% | 99.35% |
13/11/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 380,700 | 380,700 | 371,502 | 371,502 | 49,174 CHF | 52,889 CHF | 100.00% | 100.00% |
12/11/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 344,000 | 344,000 | 333,440 | 333,440 | 45,265 CHF | 48,600 CHF | 98.86% | 100.00% |
11/11/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 319,800 | 319,800 | 305,038 | 305,038 | 47,379 CHF | 50,429 CHF | 99.93% | 99.93% |
08/11/2024 | 5.67% | 0.16 CHF | 0.17 CHF | 263,700 | 263,700 | 251,755 | 251,755 | 43,200 CHF | 45,718 CHF | 100.00% | 100.00% |
07/11/2024 | 4.87% | 0.21 CHF | 0.22 CHF | 271,200 | 271,200 | 267,626 | 267,626 | 53,631 CHF | 56,307 CHF | 98.41% | 98.41% |