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 | 6.40% | 0.16 CHF | 0.17 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 26,481 CHF | 28,231 CHF | 100.00% | 100.00% |
19/11/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 31,737 CHF | 33,737 CHF | 100.00% | 100.00% |
18/11/2024 | 6.61% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 29,268 CHF | 31,268 CHF | 100.00% | 100.00% |
15/11/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 27,358 CHF | 29,358 CHF | 100.00% | 100.00% |
14/11/2024 | 9.01% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 199,102 | 199,102 | 27,886 CHF | 30,536 CHF | 100.00% | 100.00% |
13/11/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 199,544 | 199,544 | 28,951 CHF | 30,947 CHF | 100.00% | 100.00% |
12/11/2024 | 7.34% | 0.14 CHF | 0.15 CHF | 250,000 | 250,000 | 249,448 | 249,448 | 32,751 CHF | 35,245 CHF | 100.00% | 100.00% |
11/11/2024 | 8.06% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 23,838 CHF | 25,838 CHF | 100.00% | 100.00% |
08/11/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 199,537 | 199,537 | 27,835 CHF | 29,830 CHF | 100.00% | 100.00% |
07/11/2024 | 7.20% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 199,112 | 199,112 | 26,673 CHF | 28,664 CHF | 100.00% | 100.00% |