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 | 6.66% | 0.16 CHF | 0.17 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 24,774 CHF | 26,474 CHF | 100.00% | 100.00% |
19/11/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,983 CHF | 30,983 CHF | 100.00% | 100.00% |
18/11/2024 | 7.58% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,400 CHF | 27,400 CHF | 100.00% | 100.00% |
15/11/2024 | 8.16% | 0.13 CHF | 0.14 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 27,085 CHF | 29,385 CHF | 100.00% | 100.00% |
14/11/2024 | 8.07% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 25,071 CHF | 27,171 CHF | 100.00% | 100.00% |
13/11/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 28,121 CHF | 30,221 CHF | 100.00% | 100.00% |
12/11/2024 | 7.81% | 0.14 CHF | 0.15 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 29,657 CHF | 32,057 CHF | 100.00% | 100.00% |
11/11/2024 | 9.33% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 234,864 | 234,864 | 24,112 CHF | 26,461 CHF | 100.00% | 100.00% |
08/11/2024 | 8.93% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 234,472 | 234,472 | 25,184 CHF | 27,529 CHF | 99.20% | 99.20% |
07/11/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 230,000 | 230,000 | 20,562 CHF | 22,862 CHF | 100.00% | 100.00% |