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 | 7.53% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,303 | 405,295 | 51,841 CHF | 55,893 CHF | 100.00% | 100.00% |
19/11/2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 454,323 | 454,323 | 51,673 CHF | 56,216 CHF | 99.89% | 99.89% |
18/11/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 420,038 | 420,038 | 51,496 CHF | 55,697 CHF | 99.88% | 99.88% |
15/11/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,926 | 423,913 | 51,174 CHF | 55,411 CHF | 100.00% | 100.00% |
14/11/2024 | 8.28% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 445,913 | 445,906 | 51,589 CHF | 56,047 CHF | 100.00% | 100.00% |
13/11/2024 | 8.25% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 440,081 | 440,081 | 51,183 CHF | 55,584 CHF | 100.00% | 100.00% |
12/11/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,004 | 378,000 | 52,292 CHF | 56,072 CHF | 99.60% | 99.60% |
11/11/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 349,336 | 349,336 | 52,576 CHF | 56,069 CHF | 99.84% | 99.84% |
08/11/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 350,243 | 350,243 | 52,559 CHF | 56,061 CHF | 100.00% | 100.00% |
07/11/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 313,163 | 313,161 | 51,747 CHF | 54,878 CHF | 99.86% | 99.86% |