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 | 350,000 | 350,000 | 329,764 | 329,764 | 52,082 CHF | 55,379 CHF | 99.10% | 99.10% |
19/11/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 333,337 | 333,330 | 52,405 CHF | 55,737 CHF | 97.85% | 97.85% |
18/11/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 342,680 | 342,680 | 52,360 CHF | 55,786 CHF | 99.11% | 99.11% |
15/11/2024 | 6.72% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 363,177 | 363,176 | 52,213 CHF | 55,845 CHF | 99.48% | 99.48% |
14/11/2024 | 6.35% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 343,275 | 343,274 | 52,316 CHF | 55,749 CHF | 99.17% | 99.17% |
13/11/2024 | 6.19% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 297,820 | 297,820 | 46,481 CHF | 49,459 CHF | 98.77% | 98.77% |
12/11/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 163,000 | 163,000 | 169,106 | 169,107 | 26,122 CHF | 27,814 CHF | 98.43% | 98.43% |
11/11/2024 | 6.42% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 172,772 | 172,772 | 26,051 CHF | 27,778 CHF | 98.94% | 98.94% |
08/11/2024 | 7.24% | 0.15 CHF | 0.16 CHF | 175,000 | 175,000 | 195,838 | 195,838 | 26,074 CHF | 28,033 CHF | 99.32% | 99.32% |
07/11/2024 | 6.92% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 188,510 | 188,510 | 26,289 CHF | 28,174 CHF | 99.17% | 99.17% |