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 | 8.61% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 67,067 CHF | 24,356 CHF | 99.14% | 99.14% |
19/11/2024 | 8.87% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 64,981 CHF | 23,660 CHF | 99.37% | 99.37% |
18/11/2024 | 8.55% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 67,324 CHF | 24,441 CHF | 99.23% | 99.23% |
15/11/2024 | 6.77% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 85,897 CHF | 30,632 CHF | 98.78% | 98.78% |
14/11/2024 | 5.96% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 97,944 CHF | 34,648 CHF | 99.37% | 99.37% |
13/11/2024 | 6.52% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,117 CHF | 31,706 CHF | 99.37% | 99.37% |
12/11/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 100,372 CHF | 35,457 CHF | 99.37% | 99.37% |
11/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 117,567 CHF | 41,189 CHF | 99.37% | 99.37% |
08/11/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 121,996 CHF | 42,665 CHF | 99.37% | 99.37% |
07/11/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,589 CHF | 46,863 CHF | 99.28% | 99.28% |