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 | 2.93% | 0.31 CHF | 0.32 CHF | 196,000 | 196,000 | 193,123 | 193,123 | 65,034 CHF | 66,965 CHF | 100.00% | 100.00% |
19/11/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 192,000 | 192,000 | 193,847 | 193,847 | 63,148 CHF | 65,086 CHF | 100.00% | 100.00% |
18/11/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 192,000 | 192,000 | 190,953 | 190,953 | 72,290 CHF | 74,200 CHF | 100.00% | 100.00% |
15/11/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 188,000 | 188,000 | 188,000 | 188,000 | 80,499 CHF | 82,379 CHF | 100.00% | 100.00% |
14/11/2024 | 2.58% | 0.43 CHF | 0.44 CHF | 188,000 | 188,000 | 190,131 | 190,131 | 73,117 CHF | 75,018 CHF | 100.00% | 100.00% |
13/11/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 192,000 | 192,000 | 191,938 | 191,938 | 69,817 CHF | 71,737 CHF | 100.00% | 100.00% |
12/11/2024 | 2.54% | 0.36 CHF | 0.37 CHF | 192,000 | 192,000 | 189,076 | 189,076 | 73,511 CHF | 75,402 CHF | 100.00% | 100.00% |
11/11/2024 | 1.99% | 0.46 CHF | 0.47 CHF | 183,000 | 183,000 | 182,388 | 182,388 | 90,650 CHF | 92,474 CHF | 100.00% | 100.00% |
08/11/2024 | 1.96% | 0.48 CHF | 0.49 CHF | 183,000 | 183,000 | 181,975 | 181,975 | 92,029 CHF | 93,848 CHF | 99.20% | 99.20% |
07/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 175,000 | 175,000 | 173,175 | 173,175 | 112,363 CHF | 114,094 CHF | 100.00% | 100.00% |