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 | 6.65% | 0.14 CHF | 0.15 CHF | 320,000 | 320,000 | 309,917 | 309,917 | 45,963 CHF | 49,065 CHF | 100.00% | 100.00% |
19/11/2024 | 7.21% | 0.15 CHF | 0.16 CHF | 300,000 | 300,000 | 296,229 | 296,229 | 40,438 CHF | 43,403 CHF | 100.00% | 100.00% |
18/11/2024 | 5.90% | 0.17 CHF | 0.18 CHF | 280,000 | 280,000 | 277,188 | 277,188 | 46,595 CHF | 49,370 CHF | 100.00% | 100.00% |
15/11/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 310,000 | 310,000 | 307,835 | 307,835 | 52,594 CHF | 55,676 CHF | 99.89% | 99.89% |
14/11/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 340,000 | 340,000 | 336,554 | 336,554 | 47,893 CHF | 51,262 CHF | 99.13% | 99.13% |
13/11/2024 | 6.61% | 0.14 CHF | 0.15 CHF | 340,000 | 340,000 | 326,062 | 326,062 | 48,712 CHF | 51,977 CHF | 100.00% | 100.00% |
12/11/2024 | 5.90% | 0.14 CHF | 0.15 CHF | 290,000 | 290,000 | 269,738 | 269,738 | 45,298 CHF | 47,998 CHF | 100.00% | 100.00% |
11/11/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 280,000 | 280,000 | 277,183 | 277,183 | 65,429 CHF | 68,204 CHF | 100.00% | 100.00% |
08/11/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 260,000 | 260,000 | 257,328 | 257,328 | 52,512 CHF | 55,088 CHF | 98.77% | 98.77% |
07/11/2024 | 3.66% | 0.30 CHF | 0.31 CHF | 280,000 | 280,000 | 277,165 | 277,165 | 76,243 CHF | 79,018 CHF | 99.93% | 99.93% |