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 | 6.20% | 0.38 CHF | 0.39 CHF | 195,000 | 195,000 | 86,985 | 86,985 | 32,236 CHF | 33,811 CHF | 99.89% | 99.89% |
19/11/2024 | 7.54% | 0.35 CHF | 0.36 CHF | 195,000 | 195,000 | 80,345 | 80,345 | 26,418 CHF | 27,862 CHF | 100.00% | 100.00% |
18/11/2024 | 6.67% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 89,571 | 89,571 | 24,179 CHF | 25,581 CHF | 99.89% | 99.89% |
15/11/2024 | 7.60% | 0.25 CHF | 0.26 CHF | 205,000 | 205,000 | 91,450 | 91,450 | 22,188 CHF | 23,625 CHF | 99.89% | 99.89% |
14/11/2024 | 7.56% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 68,841 | 68,841 | 19,483 CHF | 20,519 CHF | 100.00% | 100.00% |
13/11/2024 | 6.31% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 87,829 | 87,829 | 30,306 CHF | 31,889 CHF | 100.00% | 100.00% |
12/11/2024 | 5.43% | 0.36 CHF | 0.37 CHF | 195,000 | 195,000 | 86,096 | 86,096 | 34,724 CHF | 36,275 CHF | 99.85% | 99.85% |
11/11/2024 | 4.73% | 0.44 CHF | 0.45 CHF | 190,000 | 190,000 | 83,944 | 83,944 | 39,389 CHF | 40,903 CHF | 99.59% | 99.59% |
08/11/2024 | 4.90% | 0.46 CHF | 0.47 CHF | 190,000 | 190,000 | 85,312 | 85,312 | 39,200 CHF | 40,740 CHF | 99.24% | 99.24% |
07/11/2024 | 5.41% | 0.46 CHF | 0.47 CHF | 190,000 | 190,000 | 85,400 | 85,400 | 37,077 CHF | 38,625 CHF | 100.00% | 100.00% |