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 | 7.32% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 118,576 CHF | 127,576 CHF | 99.49% | 99.49% |
19/11/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 127,543 CHF | 136,543 CHF | 99.56% | 99.56% |
18/11/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 131,936 CHF | 140,936 CHF | 99.55% | 99.55% |
15/11/2024 | 6.68% | 0.15 CHF | 0.16 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 130,391 CHF | 139,391 CHF | 98.81% | 98.86% |
14/11/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 126,169 CHF | 135,169 CHF | 99.56% | 99.56% |
13/11/2024 | 6.68% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 130,441 CHF | 139,441 CHF | 99.47% | 99.47% |
12/11/2024 | 6.98% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 138,321 CHF | 148,321 CHF | 99.59% | 99.59% |
11/11/2024 | 7.36% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 130,881 CHF | 140,881 CHF | 99.52% | 99.52% |
08/11/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 124,393 CHF | 133,393 CHF | 99.51% | 99.51% |
07/11/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 118,068 CHF | 126,068 CHF | 99.56% | 99.56% |