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 | 5.57% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 299,077 | 299,077 | 52,234 CHF | 55,225 CHF | 100.00% | 100.00% |
19/11/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 322,584 | 322,585 | 51,818 CHF | 55,044 CHF | 99.90% | 99.90% |
18/11/2024 | 6.55% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 355,384 | 355,384 | 52,522 CHF | 56,076 CHF | 99.91% | 99.91% |
15/11/2024 | 7.14% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 386,716 | 386,716 | 52,281 CHF | 56,148 CHF | 100.00% | 100.00% |
14/11/2024 | 6.76% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 364,813 | 364,813 | 52,138 CHF | 55,786 CHF | 100.00% | 100.00% |
13/11/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,839 CHF | 55,839 CHF | 100.00% | 100.00% |
12/11/2024 | 6.27% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 338,522 | 338,522 | 52,279 CHF | 55,665 CHF | 99.71% | 99.71% |
11/11/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,769 | 377,769 | 52,531 CHF | 56,308 CHF | 99.87% | 99.87% |
08/11/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 355,237 | 355,237 | 52,355 CHF | 55,907 CHF | 100.00% | 100.00% |
07/11/2024 | 6.62% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 359,377 | 359,377 | 52,469 CHF | 56,063 CHF | 99.91% | 99.91% |