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 | 7.68% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 75,335 CHF | 27,112 CHF | 99.17% | 99.17% |
19/11/2024 | 8.94% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 602,256 | 200,752 | 64,864 CHF | 23,629 CHF | 99.17% | 99.17% |
18/11/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 557,521 | 185,840 | 76,532 CHF | 27,369 CHF | 99.23% | 99.23% |
15/11/2024 | 5.03% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,549 CHF | 30,683 CHF | 99.17% | 99.17% |
14/11/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,160 CHF | 36,554 CHF | 99.16% | 99.16% |
13/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 110,607 CHF | 38,369 CHF | 99.16% | 99.16% |
12/11/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 113,571 CHF | 39,357 CHF | 99.17% | 99.17% |
11/11/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,350 CHF | 40,283 CHF | 99.17% | 99.17% |
08/11/2024 | 3.50% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 436,848 | 145,616 | 122,680 CHF | 42,350 CHF | 99.17% | 99.17% |
07/11/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 94,674 CHF | 32,558 CHF | 98.26% | 98.26% |