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 | 7.08% | 0.14 CHF | 0.14 CHF | 286,200 | 286,200 | 285,730 | 285,730 | 38,977 CHF | 41,834 CHF | 100.00% | 100.00% |
19/11/2024 | 6.62% | 0.14 CHF | 0.16 CHF | 238,000 | 238,000 | 237,988 | 237,988 | 34,822 CHF | 37,202 CHF | 100.00% | 100.00% |
18/11/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 229,700 | 229,700 | 227,974 | 227,974 | 42,065 CHF | 44,345 CHF | 100.00% | 100.00% |
15/11/2024 | 5.54% | 0.18 CHF | 0.19 CHF | 263,300 | 263,300 | 264,799 | 264,799 | 46,496 CHF | 49,144 CHF | 100.00% | 100.00% |
14/11/2024 | 6.32% | 0.17 CHF | 0.18 CHF | 313,600 | 313,600 | 317,625 | 317,625 | 48,765 CHF | 51,941 CHF | 100.00% | 100.00% |
13/11/2024 | 7.21% | 0.14 CHF | 0.15 CHF | 334,100 | 334,100 | 336,369 | 336,369 | 45,027 CHF | 48,391 CHF | 100.00% | 100.00% |
12/11/2024 | 7.21% | 0.12 CHF | 0.13 CHF | 265,100 | 265,100 | 263,184 | 263,184 | 35,226 CHF | 37,858 CHF | 99.86% | 99.86% |
11/11/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 271,000 | 271,000 | 271,005 | 271,005 | 46,733 CHF | 49,443 CHF | 99.68% | 99.68% |
08/11/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 112,800 | 112,800 | 90,230 | 90,230 | 18,787 CHF | 19,895 CHF | 98.77% | 98.77% |
07/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 109,600 | 109,600 | 110,348 | 110,348 | 45,919 CHF | 47,023 CHF | 100.00% | 100.00% |