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 | 6.05% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 72,238 CHF | 25,579 CHF | 99.16% | 99.16% |
19/11/2024 | 5.72% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,472 CHF | 26,991 CHF | 99.16% | 99.16% |
18/11/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,929 CHF | 27,143 CHF | 99.21% | 99.21% |
15/11/2024 | 5.72% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 76,513 CHF | 27,004 CHF | 99.17% | 99.17% |
14/11/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 70,229 CHF | 24,910 CHF | 99.15% | 99.15% |
13/11/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 66,435 CHF | 23,645 CHF | 99.16% | 99.16% |
12/11/2024 | 7.25% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 453,304 | 151,101 | 60,368 CHF | 21,634 CHF | 99.16% | 99.16% |
11/11/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 78,121 CHF | 27,540 CHF | 99.16% | 99.16% |
08/11/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,166 CHF | 28,222 CHF | 99.17% | 99.17% |
07/11/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 75,564 CHF | 26,688 CHF | 98.18% | 98.18% |