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 | 8.79% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,826 CHF | 23,826 CHF | 99.81% | 99.81% |
19/11/2024 | 6.04% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 32,186 CHF | 34,186 CHF | 99.72% | 99.72% |
18/11/2024 | 6.52% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 29,698 CHF | 31,698 CHF | 99.71% | 99.71% |
15/11/2024 | 6.77% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,649 CHF | 30,649 CHF | 99.81% | 99.81% |
14/11/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,772 CHF | 27,772 CHF | 99.81% | 99.81% |
13/11/2024 | 7.45% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,907 CHF | 27,907 CHF | 99.81% | 99.81% |
12/11/2024 | 6.47% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 30,023 CHF | 32,023 CHF | 99.51% | 99.51% |
11/11/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 29,976 CHF | 31,976 CHF | 99.72% | 99.72% |
08/11/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 31,068 CHF | 33,068 CHF | 99.81% | 99.81% |
07/11/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,550 CHF | 27,550 CHF | 95.70% | 95.70% |