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 | 8.76% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 49,300 CHF | 17,933 CHF | 99.38% | 99.38% |
19/11/2024 | 9.63% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 44,547 CHF | 16,349 CHF | 99.38% | 99.38% |
18/11/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 44,955 CHF | 16,485 CHF | 99.26% | 99.26% |
15/11/2024 | 9.41% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 45,635 CHF | 16,712 CHF | 99.38% | 99.38% |
14/11/2024 | 8.97% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 48,001 CHF | 17,500 CHF | 99.37% | 99.37% |
13/11/2024 | 8.86% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 48,786 CHF | 17,762 CHF | 99.37% | 99.37% |
12/11/2024 | 9.25% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 46,484 CHF | 16,995 CHF | 99.38% | 99.38% |
11/11/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 53,575 CHF | 19,358 CHF | 99.37% | 99.37% |
08/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 53,388 CHF | 19,296 CHF | 99.38% | 99.38% |
07/11/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 61,604 CHF | 22,035 CHF | 98.37% | 98.37% |