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 | 8.40% | 0.90 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,808 CHF | 24,808 CHF | 99.38% | 99.38% |
19/11/2024 | 7.99% | 0.93 CHF | 1.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,020 CHF | 26,020 CHF | 99.28% | 99.28% |
18/11/2024 | 8.06% | 0.97 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,833 CHF | 25,833 CHF | 99.27% | 99.27% |
15/11/2024 | 8.34% | 0.92 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,981 CHF | 24,981 CHF | 99.38% | 99.38% |
14/11/2024 | 8.10% | 0.95 CHF | 1.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,680 CHF | 25,680 CHF | 99.35% | 99.35% |
13/11/2024 | 7.89% | 0.94 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,353 CHF | 26,353 CHF | 99.39% | 99.39% |
12/11/2024 | 8.00% | 0.98 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,007 CHF | 26,007 CHF | 99.09% | 99.09% |
11/11/2024 | 8.75% | 0.90 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,866 CHF | 23,866 CHF | 99.28% | 99.28% |
08/11/2024 | 8.82% | 0.88 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,692 CHF | 23,692 CHF | 99.39% | 99.39% |
07/11/2024 | 9.27% | 0.85 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,590 CHF | 22,590 CHF | 99.05% | 99.05% |