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 | 5.98% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 32,500 CHF | 34,500 CHF | 99.57% | 99.57% |
19/11/2024 | 6.78% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,649 CHF | 30,649 CHF | 99.49% | 99.49% |
18/11/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 35,914 CHF | 37,914 CHF | 99.48% | 99.48% |
15/11/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 37,874 CHF | 39,874 CHF | 99.50% | 99.50% |
14/11/2024 | 6.38% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 30,392 CHF | 32,392 CHF | 99.57% | 99.57% |
13/11/2024 | 6.24% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 31,125 CHF | 33,125 CHF | 89.52% | 89.52% |
12/11/2024 | 5.51% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 35,336 CHF | 37,336 CHF | 99.52% | 99.52% |
11/11/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 36,016 CHF | 38,016 CHF | 99.50% | 99.50% |
08/11/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 35,766 CHF | 37,766 CHF | 99.51% | 99.51% |
07/11/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,839 CHF | 35,839 CHF | 99.51% | 99.51% |