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 | 7.80% | 0.06 CHF | 0.07 CHF | 2,302,200 | 2,302,200 | 2,332,780 | 2,332,780 | 144,024 CHF | 155,688 CHF | 100.00% | 100.00% |
19/11/2024 | 7.97% | 0.06 CHF | 0.07 CHF | 2,353,100 | 2,353,100 | 2,257,170 | 2,257,170 | 135,930 CHF | 147,216 CHF | 100.00% | 100.00% |
18/11/2024 | 7.41% | 0.07 CHF | 0.07 CHF | 2,193,900 | 2,193,900 | 2,127,780 | 2,127,780 | 138,306 CHF | 148,944 CHF | 100.00% | 100.00% |
15/11/2024 | 7.08% | 0.07 CHF | 0.07 CHF | 2,084,900 | 2,084,900 | 2,136,180 | 2,136,180 | 145,720 CHF | 156,401 CHF | 100.00% | 100.00% |
14/11/2024 | 7.34% | 0.07 CHF | 0.08 CHF | 2,170,400 | 2,170,400 | 2,159,080 | 2,159,080 | 141,852 CHF | 152,647 CHF | 99.91% | 99.91% |
13/11/2024 | 7.32% | 0.06 CHF | 0.07 CHF | 2,151,800 | 2,151,800 | 2,206,380 | 2,205,800 | 145,368 CHF | 156,362 CHF | 100.00% | 100.00% |
12/11/2024 | 7.40% | 0.07 CHF | 0.07 CHF | 2,242,400 | 2,242,400 | 2,199,130 | 2,199,130 | 143,045 CHF | 154,041 CHF | 100.00% | 100.00% |
11/11/2024 | 7.22% | 0.07 CHF | 0.07 CHF | 2,170,800 | 2,170,800 | 2,119,290 | 2,119,290 | 141,517 CHF | 152,114 CHF | 100.00% | 100.00% |
08/11/2024 | 6.90% | 0.07 CHF | 0.08 CHF | 2,085,900 | 2,085,900 | 1,996,730 | 1,996,730 | 139,678 CHF | 149,662 CHF | 100.00% | 100.00% |
07/11/2024 | 6.45% | 0.08 CHF | 0.08 CHF | 1,938,100 | 1,938,100 | 2,065,850 | 2,065,850 | 155,054 CHF | 165,384 CHF | 100.00% | 100.00% |