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 | 7.81% | 0.14 CHF | 0.14 CHF | 309,100 | 309,100 | 305,043 | 305,043 | 37,650 CHF | 40,701 CHF | 100.00% | 100.00% |
19/11/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 337,700 | 337,700 | 337,532 | 337,532 | 43,055 CHF | 46,431 CHF | 100.00% | 100.00% |
18/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 349,300 | 349,300 | 350,834 | 350,834 | 41,012 CHF | 44,521 CHF | 100.00% | 100.00% |
15/11/2024 | 9.04% | 0.11 CHF | 0.12 CHF | 381,300 | 381,300 | 378,227 | 378,227 | 40,002 CHF | 43,784 CHF | 100.00% | 100.00% |
14/11/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 359,800 | 359,800 | 361,793 | 361,793 | 37,482 CHF | 41,100 CHF | 100.00% | 100.00% |
13/11/2024 | 9.29% | 0.11 CHF | 0.12 CHF | 395,800 | 395,800 | 394,177 | 394,177 | 40,488 CHF | 44,430 CHF | 100.00% | 100.00% |
12/11/2024 | 10.84% | 0.10 CHF | 0.11 CHF | 481,400 | 481,400 | 473,503 | 473,503 | 41,392 CHF | 46,127 CHF | 100.00% | 100.00% |
11/11/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 380,700 | 380,700 | 381,525 | 381,525 | 30,515 CHF | 34,330 CHF | 100.00% | 100.00% |
08/11/2024 | 10.24% | 0.10 CHF | 0.11 CHF | 482,100 | 482,100 | 478,452 | 478,452 | 44,413 CHF | 49,197 CHF | 99.19% | 99.19% |
07/11/2024 | 11.19% | 0.08 CHF | 0.09 CHF | 374,400 | 374,400 | 376,036 | 376,036 | 31,824 CHF | 35,584 CHF | 100.00% | 100.00% |