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 | 7.71% | 0.12 CHF | 0.13 CHF | 2,380,400 | 2,380,400 | 1,054,740 | 1,054,740 | 131,650 CHF | 142,233 CHF | 99.90% | 99.90% |
19/11/2024 | 8.14% | 0.13 CHF | 0.14 CHF | 2,514,400 | 2,514,400 | 1,127,590 | 1,127,590 | 135,789 CHF | 147,086 CHF | 100.00% | 100.00% |
18/11/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 2,435,200 | 2,435,200 | 1,084,490 | 1,084,490 | 139,691 CHF | 150,556 CHF | 99.90% | 99.90% |
15/11/2024 | 6.62% | 0.13 CHF | 0.14 CHF | 2,007,300 | 2,007,300 | 865,829 | 865,829 | 126,438 CHF | 135,163 CHF | 99.69% | 99.69% |
14/11/2024 | 5.67% | 0.17 CHF | 0.18 CHF | 1,837,700 | 1,837,700 | 797,549 | 797,549 | 137,365 CHF | 145,356 CHF | 100.00% | 100.00% |
13/11/2024 | 6.44% | 0.17 CHF | 0.18 CHF | 2,014,800 | 2,014,800 | 905,740 | 905,740 | 141,150 CHF | 150,224 CHF | 100.00% | 100.00% |
12/11/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 2,145,800 | 2,145,800 | 957,245 | 957,245 | 138,765 CHF | 148,355 CHF | 100.00% | 100.00% |
11/11/2024 | 6.55% | 0.14 CHF | 0.16 CHF | 2,086,100 | 2,086,100 | 925,125 | 925,125 | 137,926 CHF | 147,194 CHF | 100.00% | 100.00% |
08/11/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 2,009,900 | 2,009,900 | 896,975 | 896,975 | 136,474 CHF | 145,460 CHF | 100.00% | 100.00% |
07/11/2024 | 6.78% | 0.16 CHF | 0.17 CHF | 2,122,000 | 2,122,000 | 947,448 | 947,448 | 142,370 CHF | 151,870 CHF | 99.33% | 99.33% |