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 | 6.26% | 0.16 CHF | 0.17 CHF | 792,700 | 792,700 | 792,565 | 792,565 | 122,653 CHF | 130,578 CHF | 100.00% | 100.00% |
19/11/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 871,100 | 871,100 | 871,273 | 871,273 | 137,592 CHF | 146,305 CHF | 100.00% | 100.00% |
18/11/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 811,900 | 811,900 | 821,409 | 821,409 | 123,687 CHF | 131,901 CHF | 100.00% | 100.00% |
15/11/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 854,200 | 854,200 | 837,457 | 837,457 | 123,397 CHF | 131,772 CHF | 100.00% | 100.00% |
14/11/2024 | 6.22% | 0.15 CHF | 0.16 CHF | 735,600 | 735,600 | 750,580 | 750,580 | 117,086 CHF | 124,592 CHF | 100.00% | 100.00% |
13/11/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 705,600 | 705,600 | 718,251 | 718,251 | 120,734 CHF | 127,916 CHF | 100.00% | 100.00% |
12/11/2024 | 5.87% | 0.18 CHF | 0.19 CHF | 843,400 | 843,400 | 827,013 | 827,013 | 136,732 CHF | 145,002 CHF | 99.85% | 99.85% |
11/11/2024 | 6.49% | 0.15 CHF | 0.16 CHF | 769,200 | 769,200 | 769,819 | 769,819 | 114,857 CHF | 122,555 CHF | 99.64% | 99.64% |
08/11/2024 | 6.79% | 0.16 CHF | 0.17 CHF | 1,067,100 | 1,067,100 | 1,017,930 | 1,017,930 | 152,872 CHF | 163,320 CHF | 98.70% | 98.70% |
07/11/2024 | 7.67% | 0.13 CHF | 0.14 CHF | 890,100 | 890,100 | 893,147 | 893,147 | 112,142 CHF | 121,073 CHF | 100.00% | 100.00% |