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 | 5.61% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,014 CHF | 55,014 CHF | 99.37% | 99.37% |
19/11/2024 | 5.89% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 313,924 | 313,924 | 51,709 CHF | 54,848 CHF | 99.25% | 99.25% |
18/11/2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,017 CHF | 55,017 CHF | 99.25% | 99.25% |
15/11/2024 | 5.45% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,592 CHF | 56,592 CHF | 99.39% | 99.39% |
14/11/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 307,612 | 307,612 | 51,305 CHF | 54,381 CHF | 99.38% | 99.38% |
13/11/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,273 | 294,273 | 53,241 CHF | 56,184 CHF | 99.36% | 99.36% |
12/11/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,428 CHF | 56,428 CHF | 99.03% | 99.03% |
11/11/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 293,183 | 293,183 | 52,973 CHF | 55,905 CHF | 99.26% | 99.26% |
08/11/2024 | 5.98% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 318,946 | 318,946 | 51,713 CHF | 54,903 CHF | 99.39% | 99.39% |
07/11/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 334,967 | 334,967 | 52,331 CHF | 55,681 CHF | 99.27% | 99.27% |