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 | 5.61% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 714,004 | 238,001 | 123,927 CHF | 43,689 CHF | 97.98% | 97.98% |
19/11/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 617,767 | 205,922 | 128,511 CHF | 44,896 CHF | 96.48% | 96.48% |
18/11/2024 | 5.89% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 748,415 | 249,472 | 123,839 CHF | 43,775 CHF | 96.85% | 96.85% |
15/11/2024 | 6.75% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 826,010 | 275,337 | 118,195 CHF | 42,152 CHF | 96.04% | 96.04% |
14/11/2024 | 6.65% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 810,509 | 270,170 | 117,978 CHF | 42,028 CHF | 98.70% | 98.70% |
13/11/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 599,810 | 199,937 | 137,390 CHF | 47,796 CHF | 98.98% | 98.98% |
12/11/2024 | 6.18% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 755,642 | 251,881 | 118,757 CHF | 42,105 CHF | 98.56% | 98.56% |
11/11/2024 | 8.35% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 976,314 | 376,314 | 112,147 CHF | 46,899 CHF | 97.86% | 97.86% |
08/11/2024 | 6.24% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 790,268 | 263,423 | 123,077 CHF | 43,660 CHF | 98.78% | 98.78% |
07/11/2024 | 6.30% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 867,829 | 292,314 | 134,482 CHF | 48,115 CHF | 98.23% | 98.23% |