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 | 6.87% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 372,932 | 372,932 | 52,420 CHF | 56,149 CHF | 99.39% | 99.39% |
19/11/2024 | 6.81% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 369,811 | 369,811 | 52,445 CHF | 56,143 CHF | 95.77% | 95.77% |
18/11/2024 | 7.54% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 404,699 | 404,699 | 51,707 CHF | 55,754 CHF | 99.26% | 99.26% |
15/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 430,160 | 430,160 | 51,047 CHF | 55,349 CHF | 99.38% | 99.38% |
14/11/2024 | 10.90% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 583,393 | 372,983 | 50,627 CHF | 37,728 CHF | 99.35% | 99.35% |
13/11/2024 | 12.36% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 662,631 | 344,672 | 50,270 CHF | 29,600 CHF | 99.37% | 99.37% |
12/11/2024 | 14.16% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 750,605 | 387,572 | 49,428 CHF | 29,406 CHF | 99.08% | 99.08% |