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 | 5.23% | 0.21 CHF | 0.22 CHF | 135,812 | 75,000 | 135,004 | 75,000 | 25,411 CHF | 14,858 CHF | 100.00% | 100.00% |
19/11/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 138,554 | 75,000 | 134,292 | 73,453 | 37,621 CHF | 21,277 CHF | 100.00% | 100.00% |
18/11/2024 | 4.27% | 0.27 CHF | 0.28 CHF | 138,451 | 75,000 | 137,080 | 75,000 | 32,242 CHF | 18,362 CHF | 100.00% | 100.00% |
15/11/2024 | 4.40% | 0.20 CHF | 0.21 CHF | 135,905 | 75,000 | 137,038 | 75,000 | 30,977 CHF | 17,683 CHF | 100.00% | 100.00% |
14/11/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 138,241 | 75,000 | 138,778 | 75,000 | 36,493 CHF | 20,465 CHF | 99.52% | 99.52% |
13/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 141,927 | 75,000 | 140,491 | 74,146 | 50,209 CHF | 27,242 CHF | 99.32% | 99.32% |
12/11/2024 | 3.27% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 139,131 | 75,000 | 41,899 CHF | 23,332 CHF | 100.00% | 100.00% |
11/11/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 137,285 | 75,000 | 137,683 | 75,000 | 37,879 CHF | 21,382 CHF | 100.00% | 100.00% |
08/11/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 138,064 | 75,000 | 137,801 | 75,000 | 42,000 CHF | 23,608 CHF | 100.00% | 100.00% |
07/11/2024 | 3.71% | 0.28 CHF | 0.29 CHF | 136,900 | 75,000 | 136,906 | 72,406 | 37,358 CHF | 20,378 CHF | 99.12% | 99.12% |