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 | 8.25% | 0.12 CHF | 0.13 CHF | 1,039,400 | 1,039,400 | 1,029,600 | 1,029,600 | 119,741 CHF | 130,037 CHF | 100.00% | 100.00% |
20/11/2024 | 7.78% | 0.13 CHF | 0.14 CHF | 961,000 | 961,000 | 963,754 | 963,754 | 119,113 CHF | 128,751 CHF | 100.00% | 100.00% |
19/11/2024 | 7.37% | 0.13 CHF | 0.14 CHF | 916,200 | 916,200 | 924,985 | 924,985 | 120,964 CHF | 130,214 CHF | 99.87% | 99.87% |
18/11/2024 | 7.36% | 0.13 CHF | 0.14 CHF | 967,700 | 967,700 | 966,739 | 966,739 | 126,612 CHF | 136,280 CHF | 100.00% | 100.00% |
15/11/2024 | 8.25% | 0.13 CHF | 0.14 CHF | 1,391,600 | 1,391,600 | 1,350,740 | 1,350,740 | 157,349 CHF | 170,857 CHF | 100.00% | 100.00% |
14/11/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,282,000 | 1,282,000 | 1,279,380 | 1,279,380 | 126,741 CHF | 139,535 CHF | 100.00% | 100.00% |
13/11/2024 | 9.38% | 0.10 CHF | 0.11 CHF | 1,291,200 | 1,291,200 | 1,297,960 | 1,297,960 | 131,906 CHF | 144,886 CHF | 100.00% | 100.00% |
12/11/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 1,213,000 | 1,213,000 | 1,219,370 | 1,219,370 | 118,600 CHF | 130,794 CHF | 99.89% | 99.89% |
11/11/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 1,182,400 | 1,182,400 | 1,183,430 | 1,183,430 | 118,711 CHF | 130,546 CHF | 100.00% | 100.00% |
08/11/2024 | 9.01% | 0.11 CHF | 0.12 CHF | 1,180,400 | 1,180,400 | 1,185,310 | 1,185,310 | 125,609 CHF | 137,462 CHF | 98.92% | 98.92% |