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 | 5.70% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 42,580 CHF | 18,032 CHF | 99.17% | 99.17% |
19/11/2024 | 5.87% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 41,410 CHF | 17,564 CHF | 99.17% | 99.17% |
18/11/2024 | 5.57% | 0.16 CHF | 0.17 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 43,724 CHF | 18,489 CHF | 99.23% | 99.23% |
15/11/2024 | 5.59% | 0.19 CHF | 0.20 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 43,495 CHF | 18,398 CHF | 99.17% | 99.17% |
14/11/2024 | 5.79% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 41,922 CHF | 17,769 CHF | 99.16% | 99.16% |
13/11/2024 | 6.18% | 0.15 CHF | 0.16 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 39,264 CHF | 16,706 CHF | 99.17% | 99.17% |
12/11/2024 | 6.51% | 0.14 CHF | 0.15 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 37,208 CHF | 15,883 CHF | 99.17% | 99.17% |
11/11/2024 | 5.40% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 45,116 CHF | 19,046 CHF | 99.17% | 99.17% |
08/11/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 44,125 CHF | 18,650 CHF | 99.17% | 99.17% |
07/11/2024 | 5.47% | 0.17 CHF | 0.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 44,511 CHF | 18,805 CHF | 98.65% | 98.65% |