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 | 6.40% | 0.08 CHF | 0.08 CHF | 695,000 | 695,000 | 694,467 | 694,467 | 52,592 CHF | 56,064 CHF | 99.45% | 99.45% |
19/11/2024 | 6.33% | 0.08 CHF | 0.09 CHF | 694,300 | 694,300 | 736,269 | 736,269 | 56,306 CHF | 59,987 CHF | 98.77% | 98.77% |
18/11/2024 | 6.79% | 0.08 CHF | 0.09 CHF | 748,700 | 748,700 | 809,287 | 809,287 | 57,581 CHF | 61,628 CHF | 98.78% | 98.78% |
15/11/2024 | 7.40% | 0.07 CHF | 0.07 CHF | 828,400 | 828,400 | 874,411 | 874,411 | 56,903 CHF | 61,275 CHF | 100.00% | 100.00% |
14/11/2024 | 8.01% | 0.06 CHF | 0.07 CHF | 889,000 | 889,000 | 815,883 | 815,883 | 48,922 CHF | 53,001 CHF | 100.00% | 100.00% |
13/11/2024 | 7.45% | 0.06 CHF | 0.07 CHF | 794,800 | 794,800 | 753,833 | 753,833 | 48,719 CHF | 52,488 CHF | 100.00% | 100.00% |
12/11/2024 | 6.99% | 0.07 CHF | 0.07 CHF | 741,200 | 741,200 | 672,193 | 672,193 | 46,433 CHF | 49,794 CHF | 99.82% | 99.82% |
11/11/2024 | 5.70% | 0.08 CHF | 0.08 CHF | 653,700 | 653,700 | 602,170 | 602,170 | 51,333 CHF | 54,344 CHF | 99.74% | 99.74% |
08/11/2024 | 5.40% | 0.09 CHF | 0.09 CHF | 585,700 | 585,700 | 582,018 | 582,018 | 52,557 CHF | 55,467 CHF | 100.00% | 100.00% |
07/11/2024 | 5.32% | 0.10 CHF | 0.11 CHF | 580,900 | 580,900 | 627,610 | 627,610 | 57,441 CHF | 60,579 CHF | 99.96% | 99.96% |