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 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,519 | 425,516 | 51,025 CHF | 55,280 CHF | 100.00% | 100.00% |
19/11/2024 | 7.84% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 418,049 | 418,049 | 51,251 CHF | 55,432 CHF | 88.61% | 88.61% |
18/11/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 383,343 | 383,343 | 52,409 CHF | 56,242 CHF | 99.86% | 99.86% |
15/11/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 378,991 | 378,991 | 52,268 CHF | 56,057 CHF | 100.00% | 100.00% |
14/11/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 363,745 | 363,745 | 52,563 CHF | 56,200 CHF | 100.00% | 100.00% |
13/11/2024 | 7.25% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 392,238 | 392,238 | 52,203 CHF | 56,125 CHF | 100.00% | 100.00% |
12/11/2024 | 6.84% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 369,856 | 369,856 | 52,269 CHF | 55,968 CHF | 99.70% | 99.70% |
11/11/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 323,949 | 323,944 | 51,963 CHF | 55,202 CHF | 99.90% | 99.90% |
08/11/2024 | 5.98% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 318,111 | 318,111 | 51,607 CHF | 54,789 CHF | 100.00% | 100.00% |
07/11/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 268,577 | 268,577 | 51,059 CHF | 53,744 CHF | 99.88% | 99.88% |