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 | 7.80% | 0.33 CHF | 0.36 CHF | 93,401 | 25,000 | 94,239 | 25,000 | 33,567 CHF | 9,624 CHF | 100.00% | 100.00% |
19/11/2024 | 6.85% | 0.39 CHF | 0.41 CHF | 94,869 | 25,000 | 95,176 | 25,000 | 37,244 CHF | 10,477 CHF | 100.00% | 100.00% |
18/11/2024 | 7.22% | 0.38 CHF | 0.41 CHF | 95,215 | 25,000 | 95,445 | 25,000 | 36,793 CHF | 10,359 CHF | 99.63% | 99.63% |
15/11/2024 | 7.51% | 0.38 CHF | 0.41 CHF | 95,345 | 25,000 | 95,227 | 25,000 | 36,133 CHF | 10,226 CHF | 100.00% | 100.00% |
14/11/2024 | 7.20% | 0.37 CHF | 0.40 CHF | 95,068 | 25,000 | 95,271 | 25,000 | 35,874 CHF | 10,116 CHF | 99.44% | 99.44% |
13/11/2024 | 6.96% | 0.38 CHF | 0.41 CHF | 94,914 | 25,000 | 94,751 | 24,964 | 35,983 CHF | 10,161 CHF | 98.88% | 98.88% |
12/11/2024 | 7.11% | 0.40 CHF | 0.43 CHF | 95,351 | 25,000 | 94,616 | 25,000 | 36,023 CHF | 10,220 CHF | 100.00% | 100.00% |
11/11/2024 | 7.56% | 0.35 CHF | 0.38 CHF | 93,480 | 25,000 | 93,329 | 25,000 | 32,733 CHF | 9,457 CHF | 100.00% | 100.00% |
08/11/2024 | 8.02% | 0.36 CHF | 0.39 CHF | 93,007 | 25,000 | 92,890 | 25,000 | 33,355 CHF | 9,727 CHF | 100.00% | 100.00% |
07/11/2024 | 8.97% | 0.35 CHF | 0.38 CHF | 92,466 | 25,000 | 89,553 | 24,376 | 30,209 CHF | 8,972 CHF | 99.06% | 99.06% |