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 | 7.36% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,904 | 397,904 | 52,069 CHF | 56,048 CHF | 99.38% | 99.38% |
19/11/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 385,017 | 385,018 | 52,289 CHF | 56,139 CHF | 95.75% | 95.75% |
18/11/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 363,744 | 363,744 | 52,472 CHF | 56,109 CHF | 99.29% | 99.29% |
15/11/2024 | 6.34% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 342,472 | 342,472 | 52,259 CHF | 55,684 CHF | 99.38% | 99.38% |
14/11/2024 | 5.16% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 271,305 | 271,305 | 51,198 CHF | 53,911 CHF | 99.34% | 99.34% |
13/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,671 CHF | 55,171 CHF | 99.37% | 99.37% |
12/11/2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 242,369 | 242,369 | 53,682 CHF | 56,106 CHF | 99.06% | 99.06% |
11/11/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 214,388 | 214,388 | 51,491 CHF | 53,635 CHF | 99.22% | 99.22% |