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 | 6.78% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 368,353 | 368,353 | 52,522 CHF | 56,205 CHF | 99.38% | 99.38% |
19/11/2024 | 6.72% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 364,140 | 364,140 | 52,377 CHF | 56,019 CHF | 99.28% | 99.28% |
18/11/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 362,753 | 362,753 | 52,430 CHF | 56,057 CHF | 99.23% | 99.23% |
15/11/2024 | 7.77% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 417,444 | 417,444 | 51,620 CHF | 55,794 CHF | 99.39% | 99.39% |
14/11/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 329,475 | 329,475 | 52,083 CHF | 55,378 CHF | 99.39% | 99.39% |
13/11/2024 | 6.43% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 348,164 | 348,164 | 52,410 CHF | 55,892 CHF | 99.39% | 99.39% |
12/11/2024 | 6.97% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 380,460 | 380,460 | 52,720 CHF | 56,524 CHF | 99.07% | 99.07% |
11/11/2024 | 9.12% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 486,116 | 486,116 | 50,949 CHF | 55,810 CHF | 99.28% | 99.28% |
08/11/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 478,559 | 478,560 | 51,103 CHF | 55,888 CHF | 99.38% | 99.38% |
07/11/2024 | 7.35% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 396,765 | 396,765 | 52,022 CHF | 55,989 CHF | 99.22% | 99.22% |