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 | 5.71% | 0.18 CHF | 0.19 CHF | 834,100 | 834,100 | 834,100 | 834,100 | 141,942 CHF | 150,283 CHF | 100.00% | 100.00% |
19/11/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 857,100 | 857,100 | 857,100 | 857,100 | 155,110 CHF | 163,681 CHF | 100.00% | 100.00% |
18/11/2024 | 5.60% | 0.18 CHF | 0.19 CHF | 906,800 | 906,800 | 906,800 | 906,800 | 157,292 CHF | 166,360 CHF | 100.00% | 100.00% |
15/11/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 942,300 | 942,300 | 942,300 | 942,300 | 153,718 CHF | 163,141 CHF | 100.00% | 100.00% |
14/11/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 892,600 | 892,600 | 892,600 | 892,600 | 143,548 CHF | 152,474 CHF | 100.00% | 100.00% |
13/11/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 873,800 | 873,800 | 873,800 | 873,800 | 148,848 CHF | 157,586 CHF | 100.00% | 100.00% |
12/11/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 976,300 | 976,300 | 976,300 | 976,300 | 157,926 CHF | 167,689 CHF | 99.85% | 99.85% |
11/11/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 912,800 | 912,800 | 912,800 | 912,800 | 141,383 CHF | 150,511 CHF | 99.70% | 99.70% |
08/11/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 925,600 | 925,600 | 925,600 | 925,600 | 152,802 CHF | 162,058 CHF | 98.80% | 98.80% |
07/11/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 931,200 | 931,200 | 931,200 | 931,200 | 151,125 CHF | 160,437 CHF | 100.00% | 100.00% |