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 | 5.92% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 317,445 | 317,445 | 52,018 CHF | 55,192 CHF | 100.00% | 100.00% |
19/11/2024 | 6.65% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 359,999 | 359,999 | 52,353 CHF | 55,953 CHF | 99.91% | 99.91% |
18/11/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 393,747 | 393,747 | 52,254 CHF | 56,191 CHF | 99.90% | 99.90% |
15/11/2024 | 7.60% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 409,323 | 409,323 | 51,867 CHF | 55,960 CHF | 100.00% | 100.00% |
14/11/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 426,200 | 426,200 | 51,732 CHF | 55,994 CHF | 100.00% | 100.00% |
13/11/2024 | 7.21% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 390,282 | 390,282 | 52,199 CHF | 56,102 CHF | 100.00% | 100.00% |
12/11/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 471,976 | 471,976 | 52,007 CHF | 56,727 CHF | 99.71% | 99.71% |
11/11/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 507,442 | 478,129 | 50,253 CHF | 52,330 CHF | 99.83% | 99.83% |
08/11/2024 | 8.41% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 451,000 | 451,000 | 51,380 CHF | 55,890 CHF | 100.00% | 100.00% |
07/11/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 488,650 | 488,650 | 50,801 CHF | 55,688 CHF | 99.91% | 99.91% |