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 | 6.31% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 338,708 | 338,708 | 52,023 CHF | 55,410 CHF | 99.38% | 99.38% |
19/11/2024 | 5.83% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 308,542 | 308,542 | 51,447 CHF | 54,532 CHF | 99.27% | 99.27% |
18/11/2024 | 6.24% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 336,498 | 336,498 | 52,249 CHF | 55,614 CHF | 99.26% | 99.26% |
15/11/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 403,719 | 403,719 | 51,857 CHF | 55,894 CHF | 99.39% | 99.39% |
14/11/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 386,085 | 386,084 | 52,203 CHF | 56,064 CHF | 99.35% | 99.35% |
13/11/2024 | 7.10% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 383,699 | 383,699 | 52,127 CHF | 55,964 CHF | 99.37% | 99.37% |
12/11/2024 | 7.71% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 416,110 | 416,110 | 51,920 CHF | 56,081 CHF | 99.06% | 99.06% |
11/11/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 496,992 | 496,992 | 49,855 CHF | 54,825 CHF | 99.27% | 99.27% |
08/11/2024 | 8.17% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 440,811 | 440,812 | 51,719 CHF | 56,127 CHF | 99.39% | 99.39% |
07/11/2024 | 6.09% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 328,140 | 328,140 | 52,270 CHF | 55,552 CHF | 99.23% | 99.23% |