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 | 5.92% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 605,662 | 201,887 | 99,382 CHF | 35,146 CHF | 99.38% | 99.38% |
19/11/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,053 CHF | 37,518 CHF | 96.68% | 96.68% |
18/11/2024 | 6.32% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 734,127 | 244,709 | 112,416 CHF | 39,919 CHF | 97.64% | 97.64% |
15/11/2024 | 5.85% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 622,752 | 207,584 | 103,244 CHF | 36,490 CHF | 96.37% | 96.37% |
14/11/2024 | 5.36% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 109,242 CHF | 38,414 CHF | 99.38% | 99.38% |
13/11/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 113,086 CHF | 39,695 CHF | 98.75% | 98.75% |
12/11/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 119,162 CHF | 41,721 CHF | 99.35% | 99.35% |
11/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 131,602 CHF | 45,867 CHF | 99.36% | 99.36% |
08/11/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 132,498 CHF | 46,166 CHF | 99.33% | 99.33% |
07/11/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 592,963 | 197,654 | 136,132 CHF | 47,354 CHF | 98.61% | 98.61% |