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 | 8.46% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 456,069 | 456,069 | 51,604 CHF | 56,164 CHF | 99.38% | 99.38% |
19/11/2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 418,389 | 418,389 | 51,370 CHF | 55,553 CHF | 99.26% | 99.26% |
18/11/2024 | 7.43% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 401,976 | 401,976 | 52,149 CHF | 56,169 CHF | 99.24% | 99.24% |
15/11/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 371,057 | 371,057 | 52,618 CHF | 56,328 CHF | 99.39% | 99.39% |
14/11/2024 | 7.92% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 425,401 | 425,401 | 51,567 CHF | 55,821 CHF | 99.37% | 99.37% |
13/11/2024 | 6.88% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 370,680 | 370,679 | 52,041 CHF | 55,748 CHF | 99.36% | 99.36% |
12/11/2024 | 5.15% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 275,786 | 275,786 | 52,130 CHF | 54,888 CHF | 99.09% | 99.09% |
11/11/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 258,122 | 258,122 | 51,023 CHF | 53,604 CHF | 99.28% | 99.28% |
08/11/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 250,741 | 250,740 | 50,897 CHF | 53,404 CHF | 99.38% | 99.38% |
07/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 209,552 | 209,553 | 52,067 CHF | 54,163 CHF | 99.26% | 99.26% |