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 | 8.62% | 0.11 CHF | 0.12 CHF | 220,000 | 220,000 | 217,160 | 217,160 | 24,115 CHF | 26,286 CHF | 100.00% | 100.00% |
19/11/2024 | 8.20% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 24,579 CHF | 26,679 CHF | 100.00% | 100.00% |
18/11/2024 | 7.85% | 0.12 CHF | 0.13 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 25,710 CHF | 27,810 CHF | 100.00% | 100.00% |
15/11/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,698 | 200,698 | 25,858 CHF | 27,865 CHF | 100.00% | 100.00% |
14/11/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 206,796 | 206,796 | 26,199 CHF | 28,267 CHF | 99.36% | 99.36% |
13/11/2024 | 7.55% | 0.12 CHF | 0.13 CHF | 210,000 | 210,000 | 205,680 | 205,680 | 26,231 CHF | 28,288 CHF | 100.00% | 100.00% |
12/11/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 210,000 | 210,000 | 201,590 | 201,590 | 26,545 CHF | 28,563 CHF | 100.00% | 100.00% |
11/11/2024 | 8.17% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,142 CHF | 30,537 CHF | 99.93% | 99.93% |
08/11/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 210,000 | 210,000 | 207,587 | 207,587 | 27,494 CHF | 29,574 CHF | 100.00% | 100.00% |
07/11/2024 | 8.18% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 27,699 CHF | 30,062 CHF | 100.00% | 100.00% |