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 | 6.52% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 66,890 CHF | 23,797 CHF | 99.38% | 99.38% |
19/11/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 57,716 CHF | 20,739 CHF | 99.38% | 99.38% |
18/11/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 58,757 CHF | 21,086 CHF | 99.25% | 99.25% |
15/11/2024 | 7.20% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 60,300 CHF | 21,600 CHF | 99.38% | 99.38% |
14/11/2024 | 7.13% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 60,974 CHF | 21,825 CHF | 99.37% | 99.37% |
13/11/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 62,373 CHF | 22,291 CHF | 99.37% | 99.37% |
12/11/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 149,947 | 61,543 CHF | 22,007 CHF | 99.38% | 99.38% |
11/11/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 72,180 CHF | 25,560 CHF | 99.37% | 99.37% |
08/11/2024 | 6.32% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,071 CHF | 24,524 CHF | 99.37% | 99.37% |
07/11/2024 | 5.58% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 78,419 CHF | 27,640 CHF | 98.37% | 98.37% |