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 | 7.49% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 77,222 CHF | 27,741 CHF | 99.38% | 99.38% |
19/11/2024 | 6.88% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 84,326 CHF | 30,109 CHF | 99.37% | 99.37% |
18/11/2024 | 7.49% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 77,247 CHF | 27,749 CHF | 99.22% | 99.22% |
15/11/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 77,144 CHF | 27,715 CHF | 98.97% | 98.97% |
14/11/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 73,779 CHF | 26,593 CHF | 99.37% | 99.37% |
13/11/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 65,103 CHF | 23,701 CHF | 99.38% | 99.38% |
12/11/2024 | 6.58% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 88,210 CHF | 31,404 CHF | 99.38% | 99.38% |
11/11/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,503 CHF | 30,835 CHF | 99.37% | 99.37% |
08/11/2024 | 7.57% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 76,419 CHF | 27,473 CHF | 99.37% | 99.37% |
07/11/2024 | 8.19% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 70,442 CHF | 25,481 CHF | 99.28% | 99.28% |