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 | 7.37% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 497,205 | 165,735 | 64,885 CHF | 23,286 CHF | 99.43% | 99.43% |
19/11/2024 | 6.40% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 478,093 | 159,364 | 72,309 CHF | 25,697 CHF | 98.91% | 98.91% |
18/11/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 68,643 CHF | 24,381 CHF | 99.28% | 99.28% |
15/11/2024 | 7.89% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 587,770 | 195,923 | 71,560 CHF | 25,812 CHF | 99.39% | 99.39% |
14/11/2024 | 6.79% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 472,754 | 157,585 | 67,327 CHF | 24,018 CHF | 98.39% | 98.39% |
13/11/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 498,686 | 166,229 | 67,982 CHF | 24,323 CHF | 99.38% | 99.38% |
12/11/2024 | 5.21% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,599 CHF | 29,700 CHF | 96.15% | 96.15% |
11/11/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,572 CHF | 32,357 CHF | 98.27% | 98.27% |
08/11/2024 | 4.13% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,891 CHF | 37,130 CHF | 93.12% | 93.12% |
07/11/2024 | 3.64% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 121,761 CHF | 42,087 CHF | 98.61% | 98.61% |