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 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,298 | 399,298 | 51,982 CHF | 55,975 CHF | 99.81% | 99.81% |
19/11/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 374,826 | 374,826 | 52,500 CHF | 56,249 CHF | 99.71% | 99.71% |
18/11/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 390,298 | 390,298 | 52,102 CHF | 56,005 CHF | 99.70% | 99.70% |
15/11/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,475 | 399,475 | 51,960 CHF | 55,955 CHF | 99.79% | 99.79% |
14/11/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,818 | 399,818 | 51,976 CHF | 55,975 CHF | 99.81% | 99.81% |
13/11/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 394,561 | 394,561 | 51,827 CHF | 55,773 CHF | 99.80% | 99.80% |
12/11/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 407,402 | 407,400 | 51,525 CHF | 55,599 CHF | 99.49% | 99.49% |
11/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.70% | 99.70% |
08/11/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 410,233 | 410,233 | 51,594 CHF | 55,697 CHF | 99.80% | 99.80% |
07/11/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 411,884 | 411,884 | 51,373 CHF | 55,492 CHF | 95.68% | 95.68% |