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 | 8.94% | 0.11 CHF | 0.12 CHF | 930,700 | 930,700 | 411,229 | 411,229 | 44,228 CHF | 48,348 CHF | 99.90% | 99.90% |
19/11/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 878,900 | 878,900 | 382,081 | 382,081 | 42,631 CHF | 46,459 CHF | 100.00% | 100.00% |
18/11/2024 | 7.88% | 0.11 CHF | 0.12 CHF | 815,300 | 815,300 | 355,244 | 355,244 | 42,860 CHF | 46,419 CHF | 99.90% | 99.90% |
15/11/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 818,500 | 818,500 | 324,102 | 324,102 | 41,082 CHF | 44,330 CHF | 99.45% | 99.45% |
14/11/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 790,900 | 790,900 | 352,914 | 352,914 | 44,616 CHF | 48,152 CHF | 100.00% | 100.00% |
13/11/2024 | 7.74% | 0.13 CHF | 0.14 CHF | 786,200 | 786,200 | 350,815 | 350,815 | 44,735 CHF | 48,250 CHF | 100.00% | 100.00% |
12/11/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 787,600 | 787,600 | 351,974 | 351,974 | 44,653 CHF | 48,179 CHF | 99.85% | 99.85% |
11/11/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 808,800 | 808,800 | 363,843 | 363,843 | 45,894 CHF | 49,539 CHF | 99.54% | 99.54% |
08/11/2024 | 8.10% | 0.13 CHF | 0.14 CHF | 820,800 | 820,800 | 369,622 | 369,622 | 45,044 CHF | 48,747 CHF | 99.45% | 99.45% |
07/11/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 839,800 | 839,800 | 366,451 | 366,451 | 44,700 CHF | 48,371 CHF | 99.90% | 99.90% |