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 | 8.46% | 0.11 CHF | 0.12 CHF | 644,800 | 644,800 | 636,789 | 636,789 | 72,106 CHF | 78,473 CHF | 100.00% | 100.00% |
19/11/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 616,800 | 616,800 | 611,858 | 611,858 | 71,398 CHF | 77,516 CHF | 100.00% | 100.00% |
18/11/2024 | 7.94% | 0.13 CHF | 0.14 CHF | 585,000 | 585,000 | 586,574 | 586,574 | 70,982 CHF | 76,848 CHF | 100.00% | 100.00% |
15/11/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 605,700 | 605,700 | 603,469 | 603,469 | 78,040 CHF | 84,075 CHF | 100.00% | 100.00% |
14/11/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 645,200 | 645,200 | 651,970 | 651,970 | 76,302 CHF | 82,821 CHF | 99.35% | 99.35% |
13/11/2024 | 7.51% | 0.11 CHF | 0.12 CHF | 540,600 | 540,600 | 512,695 | 512,695 | 66,233 CHF | 71,360 CHF | 99.46% | 99.46% |
12/11/2024 | 6.30% | 0.14 CHF | 0.16 CHF | 489,500 | 489,500 | 482,192 | 482,192 | 74,094 CHF | 78,916 CHF | 100.00% | 100.00% |
11/11/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 475,600 | 475,600 | 476,217 | 476,217 | 74,527 CHF | 79,289 CHF | 99.93% | 99.93% |
08/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 453,200 | 453,200 | 449,323 | 449,323 | 70,251 CHF | 74,745 CHF | 100.00% | 100.00% |
07/11/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 465,000 | 465,000 | 462,157 | 462,157 | 80,968 CHF | 85,590 CHF | 99.43% | 99.43% |