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 | 5.73% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 619,273 | 206,424 | 105,359 CHF | 37,184 CHF | 96.50% | 96.50% |
19/11/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 617,628 | 205,876 | 93,797 CHF | 33,324 CHF | 94.94% | 94.94% |
18/11/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 745,061 | 248,354 | 101,894 CHF | 36,448 CHF | 91.78% | 91.78% |
15/11/2024 | 7.79% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 92,691 CHF | 33,397 CHF | 94.06% | 94.06% |
14/11/2024 | 7.29% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 714,960 | 238,320 | 94,787 CHF | 33,979 CHF | 98.69% | 98.69% |
13/11/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 102,543 CHF | 36,181 CHF | 94.94% | 94.94% |
12/11/2024 | 6.62% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 702,311 | 234,104 | 102,351 CHF | 36,458 CHF | 98.89% | 98.89% |
11/11/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 96,273 CHF | 34,591 CHF | 92.92% | 92.92% |
08/11/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 105,163 CHF | 37,554 CHF | 97.06% | 97.06% |
07/11/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,189 CHF | 37,230 CHF | 98.61% | 98.61% |