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 | 10.83% | 0.09 CHF | 0.10 CHF | 2,797,200 | 2,797,200 | 1,350,040 | 1,350,040 | 118,908 CHF | 132,439 CHF | 99.89% | 99.89% |
19/11/2024 | 10.92% | 0.09 CHF | 0.10 CHF | 2,823,700 | 2,823,700 | 1,371,180 | 1,371,180 | 120,525 CHF | 134,258 CHF | 100.00% | 100.00% |
18/11/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 1,452,200 | 1,452,200 | 126,602 CHF | 141,146 CHF | 99.85% | 99.85% |
15/11/2024 | 11.05% | 0.08 CHF | 0.09 CHF | 2,829,700 | 2,829,700 | 1,365,570 | 1,365,570 | 117,639 CHF | 131,315 CHF | 99.99% | 99.99% |
14/11/2024 | 10.20% | 0.09 CHF | 0.10 CHF | 2,732,800 | 2,732,800 | 1,301,350 | 1,301,350 | 123,076 CHF | 136,109 CHF | 100.00% | 100.00% |
13/11/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 2,446,100 | 2,446,100 | 1,177,740 | 1,177,740 | 120,374 CHF | 132,169 CHF | 100.00% | 100.00% |
12/11/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 2,226,700 | 2,226,700 | 1,054,750 | 1,054,750 | 116,666 CHF | 127,230 CHF | 100.00% | 100.00% |
11/11/2024 | 8.46% | 0.12 CHF | 0.13 CHF | 2,140,800 | 2,140,800 | 1,031,420 | 1,031,420 | 118,414 CHF | 128,744 CHF | 100.00% | 100.00% |
08/11/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 2,058,600 | 2,058,600 | 976,176 | 976,176 | 118,875 CHF | 128,651 CHF | 99.85% | 99.85% |
07/11/2024 | 8.64% | 0.12 CHF | 0.13 CHF | 2,252,200 | 2,252,200 | 1,102,510 | 1,102,510 | 127,024 CHF | 138,097 CHF | 100.00% | 100.00% |