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 | 6.55% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 133,428 CHF | 47,476 CHF | 99.17% | 99.17% |
19/11/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 136,535 CHF | 48,512 CHF | 99.16% | 99.16% |
18/11/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 159,309 CHF | 56,103 CHF | 99.23% | 99.23% |
15/11/2024 | 4.97% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 828,616 | 276,205 | 162,591 CHF | 56,959 CHF | 99.17% | 99.17% |
14/11/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 808,614 | 269,538 | 163,338 CHF | 57,141 CHF | 99.16% | 99.16% |
13/11/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 898,457 | 299,486 | 171,910 CHF | 60,298 CHF | 99.16% | 99.16% |
12/11/2024 | 4.69% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 835,145 | 278,382 | 173,760 CHF | 60,704 CHF | 99.16% | 99.16% |
11/11/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 184,058 CHF | 63,853 CHF | 99.16% | 99.16% |
08/11/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 183,209 CHF | 63,570 CHF | 99.17% | 99.17% |
07/11/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 213,898 CHF | 73,799 CHF | 98.26% | 98.26% |