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 | 8.54% | 0.12 CHF | 0.13 CHF | 450,000 | 450,000 | 488,558 | 488,558 | 54,784 CHF | 59,669 CHF | 99.49% | 99.49% |
19/11/2024 | 7.19% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 404,853 | 404,807 | 54,319 CHF | 58,361 CHF | 98.74% | 98.74% |
18/11/2024 | 6.93% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 382,776 | 382,775 | 53,323 CHF | 57,151 CHF | 99.19% | 99.19% |
15/11/2024 | 6.78% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 385,488 | 385,502 | 54,926 CHF | 58,783 CHF | 99.32% | 99.32% |
14/11/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 432,785 | 432,746 | 56,310 CHF | 60,633 CHF | 98.72% | 98.72% |
13/11/2024 | 7.29% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 372,040 | 372,040 | 48,773 CHF | 52,494 CHF | 98.87% | 98.87% |
12/11/2024 | 6.86% | 0.15 CHF | 0.16 CHF | 188,000 | 188,000 | 191,256 | 191,255 | 26,927 CHF | 28,840 CHF | 98.90% | 98.90% |
11/11/2024 | 6.22% | 0.15 CHF | 0.16 CHF | 175,000 | 175,000 | 171,854 | 171,854 | 26,776 CHF | 28,494 CHF | 99.11% | 99.11% |
08/11/2024 | 5.82% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 159,268 | 159,258 | 26,596 CHF | 28,187 CHF | 99.39% | 99.39% |
07/11/2024 | 4.98% | 0.18 CHF | 0.19 CHF | 138,000 | 138,000 | 138,476 | 138,480 | 27,119 CHF | 28,505 CHF | 99.17% | 99.17% |