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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 7.09% | 0.14 CHF | 0.15 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 102,448 CHF | 18,325 CHF | 99.16% | 99.16% |
22/11/2024 | 8.36% | 0.14 CHF | 0.15 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 86,377 CHF | 15,646 CHF | 99.16% | 99.16% |
20/11/2024 | 8.24% | 0.11 CHF | 0.12 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 87,406 CHF | 15,818 CHF | 99.17% | 99.17% |
19/11/2024 | 8.56% | 0.11 CHF | 0.12 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 84,015 CHF | 15,253 CHF | 99.16% | 99.16% |
18/11/2024 | 7.61% | 0.12 CHF | 0.13 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 94,940 CHF | 17,073 CHF | 98.77% | 98.77% |
15/11/2024 | 7.46% | 0.15 CHF | 0.16 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 97,032 CHF | 17,422 CHF | 99.17% | 99.17% |
14/11/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 107,048 CHF | 19,091 CHF | 99.16% | 99.16% |
13/11/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 106,461 CHF | 18,993 CHF | 98.93% | 98.93% |
12/11/2024 | 5.99% | 0.15 CHF | 0.16 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 121,836 CHF | 21,556 CHF | 99.16% | 99.16% |
11/11/2024 | 5.50% | 0.19 CHF | 0.20 CHF | 750,000 | 125,000 | 750,000 | 125,000 | 132,989 CHF | 23,415 CHF | 99.16% | 99.16% |