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 | 1.74% | 0.56 CHF | 0.57 CHF | 335,400 | 335,400 | 334,775 | 334,775 | 190,818 CHF | 194,166 CHF | 100.00% | 100.00% |
19/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 315,400 | 315,400 | 314,737 | 314,737 | 180,290 CHF | 183,437 CHF | 100.00% | 100.00% |
18/11/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 316,700 | 316,700 | 316,700 | 316,700 | 196,760 CHF | 199,927 CHF | 100.00% | 100.00% |
15/11/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 304,800 | 304,800 | 301,884 | 301,884 | 186,895 CHF | 189,914 CHF | 100.00% | 100.00% |
14/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 310,100 | 310,100 | 312,361 | 312,361 | 196,371 CHF | 199,494 CHF | 100.00% | 100.00% |
13/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 313,200 | 313,200 | 311,662 | 311,662 | 188,812 CHF | 191,929 CHF | 100.00% | 100.00% |
12/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 297,700 | 297,700 | 297,700 | 297,700 | 184,928 CHF | 187,905 CHF | 99.85% | 99.85% |
11/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 294,900 | 294,900 | 292,685 | 292,685 | 193,904 CHF | 196,830 CHF | 99.69% | 99.69% |
08/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 289,500 | 289,500 | 288,564 | 288,564 | 190,565 CHF | 193,451 CHF | 98.80% | 98.80% |
07/11/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 287,500 | 287,500 | 287,500 | 287,500 | 195,402 CHF | 198,277 CHF | 100.00% | 100.00% |