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 | 5.89% | 0.15 CHF | 0.16 CHF | 1,281,000 | 1,281,000 | 567,661 | 567,661 | 92,446 CHF | 98,141 CHF | 99.90% | 99.90% |
19/11/2024 | 6.41% | 0.17 CHF | 0.18 CHF | 1,407,300 | 1,407,300 | 631,091 | 631,091 | 97,445 CHF | 103,768 CHF | 100.00% | 100.00% |
18/11/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 1,342,400 | 1,342,400 | 597,855 | 597,855 | 102,648 CHF | 108,638 CHF | 99.90% | 99.90% |
15/11/2024 | 4.45% | 0.18 CHF | 0.19 CHF | 929,600 | 929,600 | 400,979 | 400,979 | 86,400 CHF | 90,441 CHF | 99.69% | 99.69% |
14/11/2024 | 3.49% | 0.26 CHF | 0.27 CHF | 817,400 | 817,400 | 354,813 | 354,813 | 99,656 CHF | 103,210 CHF | 100.00% | 100.00% |
13/11/2024 | 4.21% | 0.27 CHF | 0.28 CHF | 955,200 | 955,200 | 429,441 | 429,441 | 104,430 CHF | 108,733 CHF | 100.00% | 100.00% |
12/11/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 1,046,000 | 1,046,000 | 466,673 | 466,673 | 100,825 CHF | 105,500 CHF | 100.00% | 100.00% |
11/11/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 995,200 | 995,200 | 441,385 | 441,385 | 100,441 CHF | 104,863 CHF | 100.00% | 100.00% |
08/11/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 931,600 | 931,600 | 415,760 | 415,760 | 98,264 CHF | 102,429 CHF | 100.00% | 100.00% |
07/11/2024 | 4.51% | 0.25 CHF | 0.26 CHF | 1,022,500 | 1,022,500 | 456,584 | 456,584 | 106,118 CHF | 110,696 CHF | 99.33% | 99.33% |