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 | 5.88% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 311,490 | 311,490 | 51,448 CHF | 54,563 CHF | 100.00% | 100.00% |
19/11/2024 | 6.15% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 330,460 | 330,460 | 52,100 CHF | 55,405 CHF | 99.89% | 99.89% |
18/11/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 346,871 | 346,871 | 52,393 CHF | 55,862 CHF | 99.85% | 99.85% |
15/11/2024 | 6.45% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,559 CHF | 56,059 CHF | 100.00% | 100.00% |
14/11/2024 | 6.55% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 355,729 | 355,729 | 52,524 CHF | 56,081 CHF | 99.97% | 99.97% |
13/11/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 343,683 | 343,683 | 52,432 CHF | 55,869 CHF | 100.00% | 100.00% |
12/11/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,500 CHF | 56,250 CHF | 99.68% | 99.68% |
11/11/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 391,708 | 391,708 | 52,256 CHF | 56,173 CHF | 99.83% | 99.83% |
08/11/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 374,437 | 374,437 | 52,520 CHF | 56,264 CHF | 100.00% | 100.00% |
07/11/2024 | 7.10% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 385,075 | 385,074 | 52,321 CHF | 56,172 CHF | 99.91% | 99.91% |