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 | 5.77% | 0.17 CHF | 0.18 CHF | 149,300 | 149,300 | 147,521 | 147,521 | 24,841 CHF | 26,316 CHF | 100.00% | 100.00% |
19/11/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 139,100 | 139,100 | 141,543 | 141,543 | 23,648 CHF | 25,063 CHF | 100.00% | 100.00% |
18/11/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 138,400 | 138,400 | 138,098 | 138,098 | 25,099 CHF | 26,480 CHF | 100.00% | 100.00% |
15/11/2024 | 5.26% | 0.19 CHF | 0.20 CHF | 140,800 | 140,800 | 138,433 | 138,433 | 25,649 CHF | 27,033 CHF | 100.00% | 100.00% |
14/11/2024 | 5.58% | 0.18 CHF | 0.19 CHF | 143,900 | 143,900 | 144,370 | 144,370 | 25,173 CHF | 26,617 CHF | 100.00% | 100.00% |
13/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 135,200 | 135,200 | 135,200 | 135,200 | 23,908 CHF | 25,260 CHF | 100.00% | 100.00% |
12/11/2024 | 5.21% | 0.18 CHF | 0.19 CHF | 121,400 | 121,400 | 119,450 | 119,450 | 22,353 CHF | 23,547 CHF | 99.86% | 99.86% |
11/11/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 118,000 | 118,000 | 117,951 | 117,951 | 26,686 CHF | 27,865 CHF | 99.69% | 99.69% |
08/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 107,800 | 107,800 | 107,779 | 107,779 | 23,960 CHF | 25,038 CHF | 100.00% | 100.00% |
07/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 107,300 | 107,300 | 106,858 | 106,858 | 26,603 CHF | 27,672 CHF | 99.44% | 99.44% |