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 | 6.99% | 0.13 CHF | 0.14 CHF | 592,300 | 592,300 | 591,108 | 591,108 | 81,735 CHF | 87,646 CHF | 99.45% | 99.45% |
19/11/2024 | 7.90% | 0.13 CHF | 0.14 CHF | 529,600 | 529,600 | 525,468 | 525,468 | 64,262 CHF | 69,517 CHF | 99.41% | 99.41% |
18/11/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 543,300 | 543,300 | 541,057 | 541,057 | 79,725 CHF | 85,135 CHF | 99.88% | 99.88% |
15/11/2024 | 6.86% | 0.14 CHF | 0.15 CHF | 578,900 | 578,900 | 576,513 | 576,513 | 81,213 CHF | 86,978 CHF | 100.00% | 100.00% |
14/11/2024 | 7.54% | 0.14 CHF | 0.14 CHF | 662,000 | 662,000 | 667,350 | 667,350 | 85,249 CHF | 91,923 CHF | 98.50% | 98.50% |
13/11/2024 | 7.90% | 0.11 CHF | 0.12 CHF | 606,700 | 606,700 | 602,705 | 602,705 | 73,583 CHF | 79,610 CHF | 100.00% | 100.00% |
12/11/2024 | 6.83% | 0.13 CHF | 0.14 CHF | 519,200 | 519,200 | 506,024 | 506,024 | 71,685 CHF | 76,745 CHF | 99.88% | 99.88% |
11/11/2024 | 6.83% | 0.16 CHF | 0.17 CHF | 640,800 | 640,800 | 639,981 | 639,981 | 90,627 CHF | 97,027 CHF | 100.00% | 100.00% |
08/11/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 518,900 | 518,900 | 515,173 | 515,173 | 63,169 CHF | 68,321 CHF | 98.51% | 98.51% |
07/11/2024 | 5.65% | 0.16 CHF | 0.17 CHF | 466,000 | 466,000 | 454,647 | 454,647 | 78,304 CHF | 82,850 CHF | 100.00% | 100.00% |