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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 471,300 | 471,300 | 472,267 | 472,267 | 80,925 CHF | 85,648 CHF | 99.64% | 99.64% |
20/11/2024 | 7.08% | 0.13 CHF | 0.14 CHF | 593,500 | 593,500 | 589,794 | 589,794 | 80,444 CHF | 86,342 CHF | 99.44% | 99.44% |
19/11/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 579,200 | 579,200 | 578,953 | 578,953 | 76,327 CHF | 82,117 CHF | 100.00% | 100.00% |
18/11/2024 | 7.38% | 0.14 CHF | 0.14 CHF | 606,000 | 606,000 | 605,984 | 605,984 | 79,093 CHF | 85,153 CHF | 99.88% | 99.88% |
15/11/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 626,700 | 626,700 | 630,472 | 630,472 | 79,350 CHF | 85,655 CHF | 100.00% | 100.00% |
14/11/2024 | 8.22% | 0.13 CHF | 0.14 CHF | 684,200 | 684,200 | 687,868 | 687,868 | 80,273 CHF | 87,151 CHF | 98.57% | 98.57% |
13/11/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 738,300 | 738,300 | 741,605 | 741,605 | 80,832 CHF | 88,248 CHF | 100.00% | 100.00% |
12/11/2024 | 8.76% | 0.10 CHF | 0.11 CHF | 661,000 | 661,000 | 653,038 | 653,038 | 71,338 CHF | 77,868 CHF | 99.88% | 99.88% |
11/11/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 703,700 | 703,700 | 707,634 | 707,634 | 84,567 CHF | 91,643 CHF | 100.00% | 100.00% |
08/11/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 665,400 | 665,400 | 664,824 | 664,824 | 72,285 CHF | 78,933 CHF | 98.30% | 98.30% |