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 | 8.40% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 51,704 CHF | 18,735 CHF | 99.17% | 99.17% |
19/11/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 44,502 CHF | 16,334 CHF | 99.16% | 99.16% |
18/11/2024 | 6.81% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,467 CHF | 22,989 CHF | 99.22% | 99.22% |
15/11/2024 | 6.52% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 67,157 CHF | 23,886 CHF | 99.16% | 99.16% |
14/11/2024 | 7.39% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 59,076 CHF | 21,192 CHF | 99.15% | 99.15% |
13/11/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 55,195 CHF | 19,898 CHF | 99.16% | 99.16% |
12/11/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 53,769 CHF | 19,423 CHF | 99.17% | 99.17% |
11/11/2024 | 5.07% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 435,031 | 145,010 | 83,640 CHF | 29,330 CHF | 99.16% | 99.16% |
08/11/2024 | 6.48% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 67,405 CHF | 23,968 CHF | 99.16% | 99.16% |
07/11/2024 | 6.49% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 67,167 CHF | 23,889 CHF | 98.18% | 98.18% |