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 | 5.62% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,919 CHF | 54,919 CHF | 100.00% | 100.00% |
19/11/2024 | 4.94% | 0.21 CHF | 0.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 59,299 CHF | 62,299 CHF | 99.65% | 99.65% |
18/11/2024 | 6.03% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 48,364 CHF | 51,364 CHF | 100.00% | 100.00% |
15/11/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 45,784 CHF | 48,784 CHF | 98.67% | 98.67% |
14/11/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 44,252 CHF | 47,252 CHF | 99.79% | 99.79% |
13/11/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 61,837 CHF | 64,837 CHF | 99.95% | 99.95% |
12/11/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 65,923 CHF | 68,923 CHF | 100.00% | 100.00% |
11/11/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 72,890 CHF | 75,890 CHF | 100.00% | 100.00% |
08/11/2024 | 3.08% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 95,896 CHF | 98,896 CHF | 100.00% | 100.00% |
07/11/2024 | 3.35% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 88,306 CHF | 91,306 CHF | 100.00% | 100.00% |