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 | 6.72% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 65,886 CHF | 23,462 CHF | 98.68% | 98.68% |
19/11/2024 | 7.73% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 56,292 CHF | 20,264 CHF | 99.38% | 99.38% |
18/11/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 48,538 CHF | 17,679 CHF | 99.26% | 99.26% |
15/11/2024 | 8.04% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 53,978 CHF | 19,493 CHF | 99.38% | 99.38% |
14/11/2024 | 7.62% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 56,962 CHF | 20,487 CHF | 99.37% | 99.37% |
13/11/2024 | 6.51% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 66,920 CHF | 23,807 CHF | 99.37% | 99.37% |
12/11/2024 | 7.05% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 61,638 CHF | 22,046 CHF | 99.38% | 99.38% |
11/11/2024 | 7.42% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 58,847 CHF | 21,116 CHF | 99.38% | 99.38% |
08/11/2024 | 6.05% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 72,373 CHF | 25,624 CHF | 99.37% | 99.37% |
07/11/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 59,500 CHF | 21,334 CHF | 98.38% | 98.38% |