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 | 6.14% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 589,091 | 196,364 | 93,621 CHF | 33,171 CHF | 99.38% | 99.38% |
19/11/2024 | 6.06% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 579,686 | 193,229 | 92,669 CHF | 32,822 CHF | 99.37% | 99.37% |
18/11/2024 | 6.18% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 543,901 | 181,300 | 85,071 CHF | 30,170 CHF | 99.23% | 99.23% |
15/11/2024 | 5.13% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 85,767 CHF | 30,089 CHF | 99.37% | 99.37% |
14/11/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 87,856 CHF | 30,786 CHF | 99.37% | 99.37% |
13/11/2024 | 5.18% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,747 CHF | 29,749 CHF | 99.38% | 99.38% |
12/11/2024 | 4.87% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 90,272 CHF | 31,591 CHF | 99.37% | 99.37% |
11/11/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,006 CHF | 36,169 CHF | 99.37% | 99.37% |
08/11/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,133 CHF | 34,878 CHF | 99.38% | 99.38% |
07/11/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,486 CHF | 36,995 CHF | 99.28% | 99.28% |