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 | 5.50% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,091 CHF | 56,091 CHF | 99.39% | 99.39% |
19/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 280,760 | 280,760 | 52,655 CHF | 55,463 CHF | 99.27% | 99.27% |
18/11/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,272 | 301,272 | 51,065 CHF | 54,078 CHF | 99.28% | 99.28% |
15/11/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 312,486 | 312,486 | 51,633 CHF | 54,757 CHF | 99.38% | 99.38% |
14/11/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 292,591 | 292,591 | 53,577 CHF | 56,503 CHF | 99.39% | 99.39% |
13/11/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 294,556 | 294,556 | 53,523 CHF | 56,468 CHF | 99.39% | 99.39% |
12/11/2024 | 5.69% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,276 CHF | 54,276 CHF | 99.07% | 99.07% |
11/11/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,000 CHF | 54,000 CHF | 99.29% | 99.29% |
08/11/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,170 CHF | 54,170 CHF | 99.39% | 99.39% |
07/11/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,873 CHF | 56,873 CHF | 99.26% | 99.26% |