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 | 7.98% | 0.13 CHF | 0.14 CHF | 585,500 | 585,500 | 583,245 | 583,245 | 70,209 CHF | 76,041 CHF | 99.44% | 99.44% |
19/11/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 609,500 | 609,500 | 609,488 | 609,488 | 76,732 CHF | 82,827 CHF | 100.00% | 100.00% |
18/11/2024 | 7.67% | 0.13 CHF | 0.14 CHF | 584,800 | 584,800 | 585,995 | 585,995 | 73,474 CHF | 79,334 CHF | 99.88% | 99.88% |
15/11/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 598,100 | 598,100 | 603,244 | 603,244 | 79,729 CHF | 85,761 CHF | 100.00% | 100.00% |
14/11/2024 | 7.35% | 0.13 CHF | 0.14 CHF | 608,700 | 608,700 | 617,680 | 617,680 | 80,960 CHF | 87,137 CHF | 98.55% | 98.55% |
13/11/2024 | 7.70% | 0.13 CHF | 0.14 CHF | 563,200 | 563,200 | 563,612 | 563,612 | 70,404 CHF | 76,040 CHF | 100.00% | 100.00% |
12/11/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 628,400 | 628,400 | 623,535 | 623,535 | 79,967 CHF | 86,202 CHF | 99.88% | 99.88% |
11/11/2024 | 7.97% | 0.12 CHF | 0.13 CHF | 615,100 | 615,100 | 614,388 | 614,388 | 74,012 CHF | 80,156 CHF | 100.00% | 100.00% |
08/11/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 627,700 | 627,700 | 627,596 | 627,596 | 76,949 CHF | 83,225 CHF | 98.30% | 98.30% |
07/11/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 626,600 | 626,600 | 625,150 | 625,150 | 73,960 CHF | 80,211 CHF | 100.00% | 100.00% |