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 | 5.61% | 0.18 CHF | 0.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 13,012 CHF | 13,762 CHF | 99.96% | 99.96% |
19/11/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 13,597 CHF | 14,347 CHF | 99.81% | 99.81% |
18/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 75,140 | 75,140 | 13,299 CHF | 14,050 CHF | 99.91% | 99.91% |
15/11/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 94,963 | 94,961 | 15,245 CHF | 16,194 CHF | 100.00% | 100.00% |
14/11/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,430 CHF | 16,430 CHF | 99.54% | 99.54% |
13/11/2024 | 6.39% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 99,090 | 99,090 | 15,033 CHF | 16,024 CHF | 99.95% | 99.95% |
12/11/2024 | 7.27% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 101,152 | 101,154 | 13,413 CHF | 14,425 CHF | 99.80% | 99.80% |
11/11/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 123,035 | 123,034 | 14,546 CHF | 15,776 CHF | 99.81% | 99.81% |
08/11/2024 | 7.68% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 110,037 | 110,036 | 13,757 CHF | 14,857 CHF | 99.85% | 99.85% |
07/11/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 13,890 CHF | 15,140 CHF | 99.87% | 99.87% |