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 | 9.27% | 0.11 CHF | 0.12 CHF | 955,900 | 955,900 | 939,150 | 939,150 | 96,627 CHF | 106,018 CHF | 100.00% | 100.00% |
19/11/2024 | 8.98% | 0.11 CHF | 0.12 CHF | 1,049,800 | 1,049,800 | 1,041,620 | 1,041,620 | 110,871 CHF | 121,287 CHF | 100.00% | 100.00% |
18/11/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,003,000 | 1,003,000 | 1,002,820 | 1,002,820 | 100,318 CHF | 110,346 CHF | 100.00% | 100.00% |
15/11/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 987,100 | 987,100 | 979,024 | 979,024 | 97,741 CHF | 107,531 CHF | 100.00% | 100.00% |
14/11/2024 | 9.20% | 0.10 CHF | 0.11 CHF | 899,600 | 899,600 | 905,882 | 905,882 | 94,058 CHF | 103,117 CHF | 100.00% | 100.00% |
13/11/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 911,700 | 911,700 | 905,500 | 905,500 | 99,196 CHF | 108,251 CHF | 100.00% | 100.00% |
12/11/2024 | 9.14% | 0.12 CHF | 0.13 CHF | 1,127,800 | 1,127,800 | 1,104,530 | 1,104,530 | 115,518 CHF | 126,563 CHF | 99.85% | 99.85% |
11/11/2024 | 10.45% | 0.10 CHF | 0.11 CHF | 1,059,000 | 1,059,000 | 1,057,800 | 1,057,800 | 96,006 CHF | 106,584 CHF | 99.68% | 99.68% |
08/11/2024 | 10.14% | 0.10 CHF | 0.11 CHF | 1,241,700 | 1,241,700 | 1,238,790 | 1,238,790 | 116,011 CHF | 128,399 CHF | 99.17% | 99.17% |
07/11/2024 | 11.05% | 0.08 CHF | 0.09 CHF | 1,036,900 | 1,036,900 | 1,052,300 | 1,052,300 | 90,152 CHF | 100,675 CHF | 100.00% | 100.00% |