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 | 8.18% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 149,985 | 54,642 CHF | 19,712 CHF | 98.68% | 98.68% |
19/11/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,474 CHF | 22,991 CHF | 99.38% | 99.38% |
18/11/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 149,997 | 71,863 CHF | 25,454 CHF | 99.26% | 99.26% |
15/11/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 70,285 CHF | 24,928 CHF | 99.38% | 99.38% |
14/11/2024 | 5.99% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 72,967 CHF | 25,822 CHF | 99.38% | 99.38% |
13/11/2024 | 6.80% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,020 CHF | 22,840 CHF | 99.37% | 99.37% |
12/11/2024 | 6.27% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,577 CHF | 24,692 CHF | 99.38% | 99.38% |
11/11/2024 | 5.96% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 73,435 CHF | 25,978 CHF | 99.38% | 99.38% |
08/11/2024 | 6.84% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 63,696 CHF | 22,732 CHF | 99.38% | 99.38% |
07/11/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 449,946 | 150,000 | 76,390 CHF | 26,966 CHF | 98.38% | 98.38% |