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 | 7.16% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 40,390 CHF | 14,463 CHF | 99.38% | 99.38% |
19/11/2024 | 7.70% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 37,502 CHF | 13,501 CHF | 99.38% | 99.38% |
18/11/2024 | 6.88% | 0.14 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 42,178 CHF | 15,059 CHF | 99.22% | 99.22% |
15/11/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 48,894 CHF | 17,298 CHF | 99.37% | 99.37% |
14/11/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 52,052 CHF | 18,351 CHF | 99.37% | 99.37% |
13/11/2024 | 6.27% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 46,433 CHF | 16,478 CHF | 99.37% | 99.37% |
12/11/2024 | 5.91% | 0.15 CHF | 0.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 49,263 CHF | 17,421 CHF | 99.38% | 99.38% |
11/11/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 53,885 CHF | 18,962 CHF | 99.37% | 99.37% |
08/11/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 51,044 CHF | 18,015 CHF | 99.37% | 99.37% |
07/11/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 54,849 CHF | 19,283 CHF | 99.28% | 99.28% |