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 | 7.17% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 387,132 | 387,132 | 52,087 CHF | 55,958 CHF | 98.99% | 98.99% |
19/11/2024 | 7.08% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 379,719 | 379,718 | 51,794 CHF | 55,591 CHF | 98.00% | 98.00% |
18/11/2024 | 6.20% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 331,473 | 331,473 | 51,822 CHF | 55,137 CHF | 99.26% | 99.26% |
15/11/2024 | 5.74% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 305,074 | 305,074 | 51,704 CHF | 54,755 CHF | 99.37% | 99.37% |
14/11/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 344,634 | 344,632 | 52,362 CHF | 55,808 CHF | 98.76% | 98.76% |
13/11/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 285,911 | 285,915 | 45,492 CHF | 48,352 CHF | 99.04% | 99.04% |