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 | 7.54% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 95,831 CHF | 34,444 CHF | 99.38% | 99.38% |
19/11/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 84,661 CHF | 30,720 CHF | 99.38% | 99.38% |
18/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,065 CHF | 32,188 CHF | 99.38% | 99.38% |
15/11/2024 | 7.74% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 93,556 CHF | 33,686 CHF | 99.34% | 99.34% |
14/11/2024 | 7.04% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,888 CHF | 36,796 CHF | 99.38% | 99.38% |
13/11/2024 | 6.57% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,466 CHF | 39,322 CHF | 99.37% | 99.37% |
12/11/2024 | 5.82% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,211 CHF | 44,237 CHF | 99.15% | 99.15% |
11/11/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 120,186 CHF | 42,562 CHF | 99.13% | 99.13% |
08/11/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,499 CHF | 42,333 CHF | 99.37% | 99.37% |
07/11/2024 | 6.68% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,619 CHF | 38,706 CHF | 98.56% | 98.56% |