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 | 9.50% | 0.10 CHF | 0.11 CHF | 1,276,200 | 1,276,200 | 1,264,240 | 1,264,240 | 126,700 CHF | 139,342 CHF | 100.00% | 100.00% |
20/11/2024 | 9.97% | 0.10 CHF | 0.11 CHF | 1,335,400 | 1,335,400 | 1,339,220 | 1,339,220 | 127,706 CHF | 141,098 CHF | 100.00% | 100.00% |
19/11/2024 | 10.50% | 0.10 CHF | 0.11 CHF | 1,394,900 | 1,394,900 | 1,408,140 | 1,408,140 | 127,132 CHF | 141,213 CHF | 99.86% | 99.86% |
18/11/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 1,370,300 | 1,370,300 | 1,368,930 | 1,368,930 | 124,041 CHF | 137,730 CHF | 100.00% | 100.00% |
15/11/2024 | 8.73% | 0.09 CHF | 0.10 CHF | 987,600 | 987,600 | 958,665 | 958,665 | 105,481 CHF | 115,067 CHF | 100.00% | 100.00% |
14/11/2024 | 7.11% | 0.14 CHF | 0.14 CHF | 920,200 | 920,200 | 918,329 | 918,329 | 124,498 CHF | 133,681 CHF | 100.00% | 100.00% |
13/11/2024 | 7.33% | 0.14 CHF | 0.14 CHF | 916,100 | 916,100 | 920,885 | 920,885 | 121,146 CHF | 130,355 CHF | 100.00% | 100.00% |
12/11/2024 | 7.02% | 0.14 CHF | 0.15 CHF | 933,000 | 933,000 | 937,928 | 937,928 | 128,949 CHF | 138,328 CHF | 99.89% | 99.89% |
11/11/2024 | 7.18% | 0.14 CHF | 0.14 CHF | 963,500 | 963,500 | 964,329 | 964,329 | 129,491 CHF | 139,135 CHF | 100.00% | 100.00% |
08/11/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 981,500 | 981,500 | 985,611 | 985,611 | 124,852 CHF | 134,708 CHF | 98.91% | 98.91% |