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 | 5.18% | 0.19 CHF | 0.20 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 42,335 CHF | 14,862 CHF | 99.38% | 99.38% |
19/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 225,000 | 75,000 | 225,403 | 75,135 | 40,057 CHF | 14,104 CHF | 99.38% | 99.38% |
18/11/2024 | 5.16% | 0.21 CHF | 0.22 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 42,572 CHF | 14,941 CHF | 99.25% | 99.25% |
15/11/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 225,000 | 75,000 | 230,768 | 76,923 | 36,121 CHF | 12,810 CHF | 99.38% | 99.38% |
14/11/2024 | 7.29% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 282,624 | 94,208 | 37,447 CHF | 13,425 CHF | 99.37% | 99.37% |
13/11/2024 | 8.56% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 33,681 CHF | 12,227 CHF | 99.37% | 99.37% |
12/11/2024 | 7.08% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 40,929 CHF | 14,643 CHF | 99.38% | 99.38% |
11/11/2024 | 6.48% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 298,884 | 99,628 | 44,652 CHF | 15,880 CHF | 99.38% | 99.38% |
08/11/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 225,000 | 75,000 | 240,679 | 80,226 | 41,231 CHF | 14,546 CHF | 99.38% | 99.38% |
07/11/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 297,945 | 99,315 | 50,877 CHF | 17,952 CHF | 98.38% | 98.38% |