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 | 2.20% | 0.46 CHF | 0.47 CHF | 179,200 | 179,200 | 179,123 | 179,123 | 80,689 CHF | 82,480 CHF | 100.00% | 100.00% |
19/11/2024 | 2.10% | 0.44 CHF | 0.45 CHF | 151,100 | 151,100 | 148,149 | 148,149 | 70,138 CHF | 71,619 CHF | 92.70% | 97.63% |
18/11/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 145,800 | 145,800 | 146,539 | 146,539 | 78,222 CHF | 79,688 CHF | 100.00% | 100.00% |
15/11/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 141,600 | 141,600 | 141,678 | 141,678 | 76,582 CHF | 77,999 CHF | 100.00% | 100.00% |
14/11/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 141,500 | 141,500 | 141,918 | 141,918 | 79,196 CHF | 80,615 CHF | 100.00% | 100.00% |
13/11/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 139,400 | 139,400 | 139,741 | 139,741 | 75,137 CHF | 76,534 CHF | 100.00% | 100.00% |
12/11/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 128,300 | 128,300 | 128,187 | 128,187 | 76,990 CHF | 78,272 CHF | 100.00% | 100.00% |
11/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 129,900 | 129,900 | 128,840 | 128,840 | 82,082 CHF | 83,370 CHF | 100.00% | 100.00% |
08/11/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 133,500 | 133,500 | 134,770 | 134,770 | 81,034 CHF | 82,381 CHF | 100.00% | 100.00% |
07/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 132,000 | 132,000 | 131,034 | 131,034 | 80,361 CHF | 81,671 CHF | 100.00% | 100.00% |