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 | 5.81% | 0.18 CHF | 0.19 CHF | 592,000 | 592,000 | 592,000 | 592,000 | 98,953 CHF | 104,873 CHF | 100.00% | 100.00% |
19/11/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 655,900 | 655,900 | 655,900 | 655,900 | 111,621 CHF | 118,180 CHF | 99.85% | 99.85% |
18/11/2024 | 6.29% | 0.16 CHF | 0.17 CHF | 709,600 | 709,600 | 702,693 | 702,693 | 108,243 CHF | 115,270 CHF | 100.00% | 100.00% |
15/11/2024 | 6.81% | 0.14 CHF | 0.16 CHF | 826,000 | 826,000 | 827,661 | 827,661 | 117,622 CHF | 125,899 CHF | 100.00% | 100.00% |
14/11/2024 | 7.81% | 0.12 CHF | 0.13 CHF | 868,700 | 868,700 | 868,700 | 868,700 | 106,876 CHF | 115,563 CHF | 100.00% | 100.00% |
13/11/2024 | 8.51% | 0.12 CHF | 0.13 CHF | 851,000 | 851,000 | 834,716 | 834,716 | 94,158 CHF | 102,505 CHF | 100.00% | 100.00% |
12/11/2024 | 8.30% | 0.12 CHF | 0.13 CHF | 938,600 | 938,600 | 923,509 | 923,509 | 106,644 CHF | 115,879 CHF | 99.88% | 99.88% |
11/11/2024 | 9.08% | 0.11 CHF | 0.12 CHF | 832,800 | 832,800 | 832,800 | 832,800 | 87,520 CHF | 95,848 CHF | 100.00% | 100.00% |
08/11/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 942,200 | 942,200 | 922,712 | 922,712 | 104,407 CHF | 113,634 CHF | 98.90% | 98.90% |
07/11/2024 | 9.04% | 0.11 CHF | 0.12 CHF | 860,600 | 860,600 | 860,600 | 860,600 | 91,025 CHF | 99,631 CHF | 100.00% | 100.00% |