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 | 8.69% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,312 | 473,312 | 52,087 CHF | 56,821 CHF | 99.80% | 99.80% |
19/11/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 405,461 | 405,462 | 51,915 CHF | 55,970 CHF | 99.71% | 99.71% |
18/11/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,219 | 423,219 | 51,046 CHF | 55,278 CHF | 99.70% | 99.70% |
15/11/2024 | 7.95% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 423,650 | 423,650 | 51,144 CHF | 55,381 CHF | 99.80% | 99.80% |
14/11/2024 | 8.23% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 441,712 | 441,712 | 51,449 CHF | 55,866 CHF | 99.80% | 99.80% |
13/11/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 438,907 | 438,907 | 51,331 CHF | 55,720 CHF | 99.80% | 99.80% |
12/11/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 414,882 | 414,882 | 51,413 CHF | 55,561 CHF | 99.49% | 99.49% |
11/11/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,000 | 425,000 | 51,000 CHF | 55,250 CHF | 99.70% | 99.70% |
08/11/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 422,920 | 422,920 | 51,337 CHF | 55,566 CHF | 99.80% | 99.80% |
07/11/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 439,034 | 439,034 | 51,267 CHF | 55,657 CHF | 95.68% | 95.68% |