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 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,299 | 424,299 | 50,883 CHF | 55,126 CHF | 99.80% | 99.80% |
19/11/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 413,389 | 413,389 | 51,419 CHF | 55,553 CHF | 99.71% | 99.71% |
18/11/2024 | 8.37% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 451,079 | 451,078 | 51,617 CHF | 56,128 CHF | 99.71% | 99.71% |
15/11/2024 | 8.59% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 466,369 | 466,369 | 51,944 CHF | 56,607 CHF | 99.79% | 99.79% |
14/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 440,598 | 440,597 | 51,469 CHF | 55,875 CHF | 99.80% | 99.80% |
13/11/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 402,885 | 402,885 | 51,805 CHF | 55,834 CHF | 99.80% | 99.80% |
12/11/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,435 | 379,435 | 52,213 CHF | 56,008 CHF | 99.50% | 99.50% |
11/11/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,804 | 373,803 | 52,333 CHF | 56,071 CHF | 99.70% | 99.70% |
08/11/2024 | 6.07% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 323,433 | 323,432 | 51,713 CHF | 54,947 CHF | 99.81% | 99.81% |
07/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 332,755 | 332,755 | 52,032 CHF | 55,360 CHF | 95.67% | 95.67% |