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 | 6.72% | 0.16 CHF | 0.17 CHF | 130,000 | 130,000 | 63,140 | 63,140 | 9,392 CHF | 10,026 CHF | 99.32% | 99.32% |
19/11/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 140,000 | 140,000 | 65,185 | 65,185 | 8,283 CHF | 8,939 CHF | 100.00% | 100.00% |
18/11/2024 | 8.28% | 0.13 CHF | 0.14 CHF | 140,000 | 140,000 | 65,248 | 65,248 | 7,948 CHF | 8,603 CHF | 99.77% | 99.77% |
15/11/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 140,000 | 140,000 | 64,886 | 64,886 | 8,528 CHF | 9,180 CHF | 99.90% | 99.90% |
14/11/2024 | 6.72% | 0.13 CHF | 0.14 CHF | 140,000 | 140,000 | 65,312 | 65,312 | 9,338 CHF | 9,994 CHF | 98.58% | 98.58% |
13/11/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 130,000 | 130,000 | 63,147 | 63,147 | 9,390 CHF | 10,024 CHF | 100.00% | 100.00% |
12/11/2024 | 6.38% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 63,175 | 63,175 | 9,769 CHF | 10,404 CHF | 99.87% | 99.87% |
11/11/2024 | 6.07% | 0.17 CHF | 0.18 CHF | 130,000 | 130,000 | 63,199 | 63,199 | 10,453 CHF | 11,088 CHF | 99.90% | 99.90% |
08/11/2024 | 6.11% | 0.17 CHF | 0.18 CHF | 130,000 | 130,000 | 63,366 | 63,366 | 10,415 CHF | 11,052 CHF | 99.06% | 99.06% |
07/11/2024 | 5.97% | 0.15 CHF | 0.16 CHF | 130,000 | 130,000 | 63,299 | 63,299 | 10,439 CHF | 11,074 CHF | 99.72% | 99.72% |