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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 409,522 | 409,522 | 51,585 CHF | 55,680 CHF | 100.00% | 100.00% |
20/11/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,176 | 402,176 | 51,911 CHF | 55,933 CHF | 100.00% | 100.00% |
19/11/2024 | 8.28% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 446,680 | 446,680 | 51,743 CHF | 56,210 CHF | 99.91% | 99.91% |
18/11/2024 | 7.97% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 425,461 | 425,461 | 51,282 CHF | 55,537 CHF | 99.91% | 99.91% |
15/11/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 401,641 | 401,643 | 51,859 CHF | 55,876 CHF | 100.00% | 100.00% |
14/11/2024 | 7.87% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 421,828 | 421,828 | 51,488 CHF | 55,706 CHF | 100.00% | 100.00% |
13/11/2024 | 8.28% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 444,763 | 444,763 | 51,474 CHF | 55,922 CHF | 100.00% | 100.00% |
12/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 403,470 | 403,468 | 51,676 CHF | 55,711 CHF | 99.70% | 99.70% |
11/11/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 343,482 | 343,482 | 52,360 CHF | 55,794 CHF | 99.89% | 99.89% |
08/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 349,627 | 349,628 | 52,418 CHF | 55,914 CHF | 100.00% | 100.00% |