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 | 7.54% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 404,374 | 404,385 | 51,613 CHF | 55,659 CHF | 100.00% | 100.00% |
19/11/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 333,822 | 333,826 | 52,037 CHF | 55,375 CHF | 99.89% | 99.89% |
18/11/2024 | 7.27% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 391,368 | 391,369 | 51,900 CHF | 55,813 CHF | 99.89% | 99.89% |
15/11/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 359,252 | 359,252 | 52,729 CHF | 56,322 CHF | 100.00% | 100.00% |
14/11/2024 | 5.86% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 315,069 | 315,067 | 52,213 CHF | 55,363 CHF | 100.00% | 100.00% |
13/11/2024 | 6.18% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 335,033 | 335,033 | 52,563 CHF | 55,914 CHF | 100.00% | 100.00% |
12/11/2024 | 7.61% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 409,234 | 409,234 | 51,739 CHF | 55,831 CHF | 99.69% | 99.69% |
11/11/2024 | 8.01% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 429,878 | 429,874 | 51,482 CHF | 55,780 CHF | 99.85% | 99.85% |
08/11/2024 | 7.44% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 400,017 | 400,017 | 51,818 CHF | 55,818 CHF | 100.00% | 100.00% |
07/11/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 420,555 | 420,556 | 51,268 CHF | 55,474 CHF | 99.84% | 99.84% |