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 | 6.32% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 603,362 | 201,121 | 92,636 CHF | 32,890 CHF | 97.90% | 97.90% |
19/11/2024 | 6.57% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 645,685 | 215,228 | 95,062 CHF | 33,840 CHF | 97.36% | 97.36% |
18/11/2024 | 5.90% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 98,931 CHF | 34,977 CHF | 97.84% | 97.84% |
15/11/2024 | 6.91% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 699,560 | 233,187 | 97,857 CHF | 34,951 CHF | 98.06% | 98.06% |
14/11/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 689,474 | 229,825 | 100,425 CHF | 35,773 CHF | 96.60% | 96.60% |
13/11/2024 | 7.23% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,151 CHF | 35,884 CHF | 98.65% | 98.65% |
12/11/2024 | 8.04% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 792,255 | 264,085 | 94,578 CHF | 34,167 CHF | 90.96% | 90.96% |
11/11/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 88,369 CHF | 32,456 CHF | 93.90% | 93.90% |
08/11/2024 | 8.39% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 876,403 | 292,134 | 100,246 CHF | 36,337 CHF | 96.91% | 96.91% |
07/11/2024 | 9.44% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 907,917 | 307,917 | 92,091 CHF | 34,214 CHF | 97.06% | 97.06% |