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 | 6.57% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,006 CHF | 31,669 CHF | 99.38% | 99.38% |
19/11/2024 | 6.33% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 92,147 CHF | 32,716 CHF | 99.38% | 99.38% |
18/11/2024 | 6.31% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 92,624 CHF | 32,875 CHF | 99.23% | 99.23% |
15/11/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 107,216 CHF | 37,739 CHF | 99.37% | 99.37% |
14/11/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 541,119 | 180,373 | 101,519 CHF | 35,644 CHF | 99.37% | 99.37% |
13/11/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 596,751 | 198,917 | 110,237 CHF | 38,735 CHF | 99.38% | 99.38% |
12/11/2024 | 4.96% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 470,603 | 156,868 | 92,344 CHF | 32,350 CHF | 99.37% | 99.37% |
11/11/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,495 CHF | 34,332 CHF | 99.37% | 99.37% |
08/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 98,090 CHF | 34,197 CHF | 99.38% | 99.38% |
07/11/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 102,680 CHF | 35,727 CHF | 99.29% | 99.29% |