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 | 7.92% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 422,379 | 422,388 | 51,254 CHF | 55,479 CHF | 100.00% | 100.00% |
19/11/2024 | 7.63% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 408,760 | 408,760 | 51,553 CHF | 55,641 CHF | 99.88% | 99.88% |
18/11/2024 | 7.37% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 399,262 | 399,262 | 52,157 CHF | 56,149 CHF | 99.91% | 99.91% |
15/11/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,578 | 378,578 | 52,435 CHF | 56,221 CHF | 100.00% | 100.00% |
14/11/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,640 | 373,639 | 52,510 CHF | 56,246 CHF | 99.97% | 99.97% |
13/11/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 391,957 | 391,957 | 52,309 CHF | 56,229 CHF | 100.00% | 100.00% |
12/11/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 354,694 | 354,694 | 52,433 CHF | 55,980 CHF | 99.69% | 99.69% |
11/11/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 323,071 | 323,071 | 51,547 CHF | 54,777 CHF | 99.91% | 99.91% |