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% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,130 CHF | 17,130 CHF | 100.00% | 100.00% |
19/11/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 12,318 CHF | 13,068 CHF | 100.00% | 100.00% |
18/11/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 14,744 CHF | 15,494 CHF | 100.00% | 100.00% |
15/11/2024 | 4.37% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 16,792 CHF | 17,542 CHF | 100.00% | 100.00% |
14/11/2024 | 4.34% | 0.24 CHF | 0.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 17,000 CHF | 17,750 CHF | 99.22% | 99.22% |
13/11/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 15,445 CHF | 16,189 CHF | 98.74% | 98.74% |
12/11/2024 | 4.28% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 17,226 CHF | 17,976 CHF | 100.00% | 100.00% |
11/11/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,640 CHF | 21,390 CHF | 100.00% | 100.00% |
08/11/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,537 CHF | 21,287 CHF | 100.00% | 100.00% |
07/11/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 23,893 CHF | 24,648 CHF | 98.73% | 98.73% |