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 | 4.03% | 0.24 CHF | 0.25 CHF | 435,300 | 435,300 | 433,421 | 433,421 | 105,514 CHF | 109,848 CHF | 100.00% | 100.00% |
19/11/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 406,500 | 406,500 | 403,623 | 403,623 | 94,606 CHF | 98,642 CHF | 99.45% | 99.45% |
18/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 358,000 | 358,000 | 356,523 | 356,523 | 97,394 CHF | 100,959 CHF | 100.00% | 100.00% |
15/11/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 341,000 | 341,000 | 339,594 | 339,594 | 97,925 CHF | 101,320 CHF | 100.00% | 100.00% |
14/11/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 386,300 | 386,300 | 385,766 | 385,766 | 110,088 CHF | 113,946 CHF | 100.00% | 100.00% |
13/11/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 352,500 | 352,500 | 332,612 | 332,612 | 90,493 CHF | 93,819 CHF | 100.00% | 100.00% |
12/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 363,700 | 363,700 | 358,524 | 358,524 | 114,628 CHF | 118,221 CHF | 98.83% | 98.83% |
11/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 399,100 | 399,100 | 403,750 | 403,750 | 111,657 CHF | 115,695 CHF | 99.44% | 99.44% |
08/11/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 420,600 | 420,600 | 418,865 | 418,865 | 101,041 CHF | 105,230 CHF | 100.00% | 100.00% |
07/11/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 444,000 | 444,000 | 442,169 | 442,169 | 111,744 CHF | 116,165 CHF | 100.00% | 100.00% |