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 | 8.01% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 694,802 | 231,601 | 83,220 CHF | 30,056 CHF | 99.16% | 99.16% |
19/11/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 727,765 | 242,588 | 85,425 CHF | 30,901 CHF | 99.16% | 99.16% |
18/11/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,416 CHF | 29,805 CHF | 99.22% | 99.22% |
15/11/2024 | 7.24% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 609,701 | 203,234 | 81,244 CHF | 29,114 CHF | 99.16% | 99.16% |
14/11/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 660,177 | 220,059 | 81,915 CHF | 29,506 CHF | 99.15% | 99.15% |
13/11/2024 | 7.87% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 725,729 | 241,910 | 88,537 CHF | 31,931 CHF | 99.16% | 99.16% |
12/11/2024 | 8.19% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 744,326 | 248,109 | 87,414 CHF | 31,619 CHF | 99.17% | 99.17% |
11/11/2024 | 6.19% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 94,084 CHF | 33,361 CHF | 99.16% | 99.16% |
08/11/2024 | 7.33% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 602,306 | 200,769 | 79,200 CHF | 28,408 CHF | 99.17% | 99.17% |
07/11/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 617,215 | 205,738 | 79,137 CHF | 28,437 CHF | 98.18% | 98.18% |