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 | 6.55% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 526,000 | 175,333 | 77,485 CHF | 27,582 CHF | 99.38% | 99.38% |
19/11/2024 | 6.95% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 83,490 CHF | 29,830 CHF | 99.38% | 99.38% |
18/11/2024 | 6.76% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 570,168 | 190,056 | 81,370 CHF | 29,024 CHF | 99.38% | 99.38% |
15/11/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 467,345 | 155,782 | 71,393 CHF | 25,356 CHF | 99.36% | 99.36% |
14/11/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 73,185 CHF | 25,895 CHF | 99.38% | 99.38% |
13/11/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 495,926 | 165,309 | 73,844 CHF | 26,268 CHF | 99.37% | 99.37% |
12/11/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,792 CHF | 27,097 CHF | 99.14% | 99.14% |
11/11/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,306 CHF | 28,935 CHF | 99.37% | 99.37% |
08/11/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 71,376 CHF | 25,292 CHF | 99.37% | 99.37% |
07/11/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,264 | 150,088 | 71,953 CHF | 25,485 CHF | 98.58% | 98.58% |