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 | 6.62% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 360,954 | 360,955 | 52,735 CHF | 56,344 CHF | 99.39% | 99.39% |
19/11/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 394,547 | 394,547 | 52,044 CHF | 55,989 CHF | 99.30% | 99.30% |
18/11/2024 | 6.74% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 366,355 | 366,355 | 52,515 CHF | 56,178 CHF | 99.26% | 99.26% |
15/11/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 351,479 | 351,479 | 52,554 CHF | 56,069 CHF | 99.39% | 99.39% |
14/11/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 391,693 | 391,693 | 52,100 CHF | 56,017 CHF | 99.35% | 99.35% |
13/11/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 343,916 | 343,916 | 52,345 CHF | 55,784 CHF | 99.38% | 99.38% |
12/11/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 351,004 | 351,004 | 52,214 CHF | 55,724 CHF | 99.03% | 99.03% |
11/11/2024 | 6.28% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 339,254 | 339,254 | 52,292 CHF | 55,684 CHF | 99.22% | 99.22% |
08/11/2024 | 7.36% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 397,872 | 397,872 | 52,112 CHF | 56,091 CHF | 99.39% | 99.39% |
07/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 427,894 | 427,894 | 51,347 CHF | 55,626 CHF | 99.27% | 99.27% |