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 | 5.93% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 49,140 CHF | 17,380 CHF | 99.16% | 99.16% |
19/11/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 47,776 CHF | 16,925 CHF | 99.17% | 99.17% |
18/11/2024 | 5.66% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 51,657 CHF | 18,219 CHF | 99.22% | 99.22% |
15/11/2024 | 5.73% | 0.19 CHF | 0.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 50,954 CHF | 17,985 CHF | 99.16% | 99.16% |
14/11/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 47,709 CHF | 16,903 CHF | 99.15% | 99.15% |
13/11/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,808 CHF | 15,936 CHF | 99.16% | 99.16% |
12/11/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 42,874 CHF | 15,291 CHF | 99.16% | 99.16% |
11/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 53,077 CHF | 18,692 CHF | 99.16% | 99.16% |
08/11/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 51,722 CHF | 18,241 CHF | 99.16% | 99.16% |
07/11/2024 | 5.77% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 50,562 CHF | 17,854 CHF | 98.18% | 98.18% |