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 | 5.26% | 0.09 CHF | 0.10 CHF | 1,915,600 | 1,915,600 | 1,873,920 | 1,873,920 | 173,463 CHF | 182,832 CHF | 100.00% | 100.00% |
19/11/2024 | 5.04% | 0.10 CHF | 0.11 CHF | 1,846,500 | 1,846,500 | 1,949,310 | 1,949,310 | 188,264 CHF | 198,011 CHF | 100.00% | 100.00% |
18/11/2024 | 5.40% | 0.09 CHF | 0.10 CHF | 2,017,300 | 2,017,300 | 2,012,730 | 2,012,730 | 181,360 CHF | 191,424 CHF | 100.00% | 100.00% |
15/11/2024 | 5.44% | 0.09 CHF | 0.10 CHF | 2,010,600 | 2,010,600 | 2,033,800 | 2,033,800 | 181,950 CHF | 192,119 CHF | 98.67% | 98.67% |
14/11/2024 | 5.59% | 0.09 CHF | 0.10 CHF | 2,048,800 | 2,048,800 | 1,884,730 | 1,884,730 | 164,229 CHF | 173,652 CHF | 99.91% | 99.91% |
13/11/2024 | 4.92% | 0.10 CHF | 0.10 CHF | 1,777,900 | 1,777,900 | 1,756,570 | 1,756,570 | 174,244 CHF | 183,026 CHF | 100.00% | 100.00% |
12/11/2024 | 4.85% | 0.10 CHF | 0.11 CHF | 1,742,600 | 1,742,600 | 1,717,720 | 1,717,720 | 172,793 CHF | 181,381 CHF | 100.00% | 100.00% |
11/11/2024 | 4.63% | 0.11 CHF | 0.11 CHF | 1,701,500 | 1,701,500 | 1,550,350 | 1,550,350 | 163,421 CHF | 171,173 CHF | 100.00% | 100.00% |
08/11/2024 | 4.01% | 0.12 CHF | 0.13 CHF | 1,450,800 | 1,450,800 | 1,497,980 | 1,497,980 | 183,283 CHF | 190,773 CHF | 100.00% | 100.00% |
07/11/2024 | 4.18% | 0.12 CHF | 0.13 CHF | 1,529,300 | 1,529,300 | 1,552,880 | 1,552,880 | 181,750 CHF | 189,514 CHF | 100.00% | 100.00% |