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 | 1.46% | 0.66 CHF | 0.67 CHF | 106,000 | 106,000 | 105,441 | 105,441 | 71,798 CHF | 72,852 CHF | 100.00% | 100.00% |
19/11/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 104,000 | 104,000 | 102,960 | 102,960 | 74,989 CHF | 76,018 CHF | 100.00% | 100.00% |
18/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 102,000 | 102,000 | 102,000 | 102,000 | 76,822 CHF | 77,842 CHF | 100.00% | 100.00% |
15/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,138 | 100,138 | 77,165 CHF | 78,167 CHF | 100.00% | 100.00% |
14/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 101,359 | 101,359 | 76,936 CHF | 77,949 CHF | 99.39% | 99.39% |
13/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 102,000 | 102,000 | 101,138 | 101,138 | 76,707 CHF | 77,718 CHF | 100.00% | 100.00% |
12/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 102,000 | 102,000 | 100,320 | 100,320 | 77,396 CHF | 78,400 CHF | 100.00% | 100.00% |
11/11/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,998 | 99,998 | 79,267 CHF | 80,267 CHF | 99.93% | 99.93% |
08/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 102,000 | 102,000 | 101,520 | 101,520 | 76,936 CHF | 77,951 CHF | 100.00% | 100.00% |
07/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,996 | 99,996 | 78,720 CHF | 79,720 CHF | 100.00% | 100.00% |