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 | 6.46% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 68,994 CHF | 24,498 CHF | 98.68% | 98.68% |
19/11/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 79,230 CHF | 27,910 CHF | 99.37% | 99.37% |
18/11/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 86,396 CHF | 30,299 CHF | 99.26% | 99.26% |
15/11/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,465 CHF | 28,988 CHF | 99.38% | 99.38% |
14/11/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,889 CHF | 29,463 CHF | 99.37% | 99.37% |
13/11/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,819 CHF | 27,106 CHF | 99.37% | 99.37% |
12/11/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,753 CHF | 29,084 CHF | 99.38% | 99.38% |
11/11/2024 | 5.13% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,554 CHF | 30,018 CHF | 99.38% | 99.38% |
08/11/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 74,912 CHF | 26,471 CHF | 99.38% | 99.38% |
07/11/2024 | 4.94% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 88,937 CHF | 31,146 CHF | 98.38% | 98.38% |