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 | 7.09% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 81,909 CHF | 29,303 CHF | 99.37% | 99.37% |
19/11/2024 | 7.30% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 79,244 CHF | 28,415 CHF | 99.37% | 99.37% |
18/11/2024 | 6.60% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 88,565 CHF | 31,522 CHF | 99.37% | 99.37% |
15/11/2024 | 5.49% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 106,414 CHF | 37,471 CHF | 99.34% | 99.34% |
14/11/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 457,666 | 152,555 | 94,072 CHF | 32,883 CHF | 99.37% | 99.37% |
13/11/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 555,316 | 185,105 | 109,884 CHF | 38,479 CHF | 99.38% | 99.38% |
12/11/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 570,184 | 190,061 | 110,793 CHF | 38,832 CHF | 99.15% | 99.15% |
11/11/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 511,109 | 170,370 | 104,370 CHF | 36,494 CHF | 99.13% | 99.13% |
08/11/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 464,867 | 154,956 | 95,781 CHF | 33,477 CHF | 99.38% | 99.38% |
07/11/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 451,511 | 150,504 | 95,554 CHF | 33,356 CHF | 98.56% | 98.56% |