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 | 8.00% | 0.12 CHF | 0.13 CHF | 212,100 | 212,100 | 209,997 | 209,997 | 25,219 CHF | 27,319 CHF | 99.43% | 99.43% |
19/11/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 208,400 | 208,400 | 208,421 | 208,421 | 25,049 CHF | 27,133 CHF | 100.00% | 100.00% |
18/11/2024 | 8.28% | 0.12 CHF | 0.13 CHF | 220,800 | 220,800 | 221,684 | 221,684 | 25,678 CHF | 27,894 CHF | 99.88% | 99.88% |
15/11/2024 | 8.65% | 0.11 CHF | 0.12 CHF | 217,100 | 217,100 | 217,102 | 217,102 | 24,015 CHF | 26,186 CHF | 100.00% | 100.00% |
14/11/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 223,700 | 223,700 | 226,160 | 226,160 | 25,585 CHF | 27,847 CHF | 98.58% | 98.58% |
13/11/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 211,000 | 211,000 | 211,263 | 211,263 | 23,428 CHF | 25,540 CHF | 100.00% | 100.00% |
12/11/2024 | 7.73% | 0.12 CHF | 0.13 CHF | 194,200 | 194,200 | 194,200 | 194,200 | 24,154 CHF | 26,096 CHF | 99.88% | 99.88% |
11/11/2024 | 7.07% | 0.14 CHF | 0.14 CHF | 189,700 | 189,700 | 188,220 | 188,220 | 25,674 CHF | 27,556 CHF | 100.00% | 100.00% |
08/11/2024 | 7.00% | 0.14 CHF | 0.14 CHF | 185,800 | 185,800 | 185,888 | 185,888 | 25,630 CHF | 27,489 CHF | 98.30% | 98.30% |
07/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 185,800 | 185,800 | 185,423 | 185,423 | 26,317 CHF | 28,171 CHF | 100.00% | 100.00% |