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 | 6.60% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 356,071 | 356,070 | 52,185 CHF | 55,745 CHF | 99.82% | 99.82% |
19/11/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,072 | 373,071 | 52,197 CHF | 55,928 CHF | 99.79% | 99.79% |
18/11/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,497 | 348,498 | 52,448 CHF | 55,934 CHF | 100.00% | 100.00% |
15/11/2024 | 5.65% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 302,810 | 302,811 | 52,112 CHF | 55,141 CHF | 100.00% | 100.00% |
14/11/2024 | 5.97% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 321,024 | 321,027 | 52,148 CHF | 55,358 CHF | 100.00% | 100.00% |
13/11/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 369,601 | 369,600 | 52,621 CHF | 56,316 CHF | 99.95% | 99.95% |
12/11/2024 | 5.49% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 300,680 | 300,681 | 53,271 CHF | 56,278 CHF | 100.00% | 100.00% |
11/11/2024 | 5.47% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 298,325 | 298,326 | 53,118 CHF | 56,102 CHF | 99.77% | 99.77% |
08/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 348,386 | 348,385 | 52,258 CHF | 55,742 CHF | 100.00% | 100.00% |
07/11/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 317,226 | 317,226 | 51,693 CHF | 54,865 CHF | 99.70% | 99.70% |