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 | 8.41% | 0.11 CHF | 0.12 CHF | 673,400 | 673,400 | 661,720 | 661,720 | 75,427 CHF | 82,045 CHF | 100.00% | 100.00% |
19/11/2024 | 8.44% | 0.11 CHF | 0.12 CHF | 648,700 | 648,700 | 639,195 | 639,195 | 72,547 CHF | 78,939 CHF | 100.00% | 100.00% |
18/11/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 648,400 | 648,400 | 655,511 | 655,511 | 74,621 CHF | 81,176 CHF | 100.00% | 100.00% |
15/11/2024 | 8.14% | 0.12 CHF | 0.13 CHF | 624,100 | 624,100 | 624,100 | 624,100 | 73,557 CHF | 79,798 CHF | 100.00% | 100.00% |
14/11/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 678,000 | 678,000 | 676,095 | 676,095 | 81,594 CHF | 88,355 CHF | 99.35% | 99.35% |
13/11/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 687,000 | 687,000 | 687,000 | 687,000 | 74,112 CHF | 80,982 CHF | 100.00% | 100.00% |
12/11/2024 | 8.56% | 0.11 CHF | 0.12 CHF | 647,600 | 647,600 | 646,396 | 646,396 | 72,313 CHF | 78,777 CHF | 100.00% | 100.00% |
11/11/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 633,200 | 633,200 | 633,200 | 633,200 | 76,058 CHF | 82,390 CHF | 99.93% | 99.93% |
08/11/2024 | 7.79% | 0.12 CHF | 0.13 CHF | 596,500 | 596,500 | 594,024 | 594,024 | 73,323 CHF | 79,263 CHF | 100.00% | 100.00% |
07/11/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 642,700 | 642,700 | 644,384 | 644,384 | 84,578 CHF | 91,022 CHF | 100.00% | 100.00% |