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 | 6.17% | 0.43 CHF | 0.45 CHF | 93,456 | 25,000 | 94,260 | 25,000 | 42,577 CHF | 12,009 CHF | 100.00% | 100.00% |
19/11/2024 | 5.98% | 0.48 CHF | 0.51 CHF | 94,869 | 25,000 | 95,186 | 25,000 | 46,338 CHF | 12,920 CHF | 100.00% | 100.00% |
18/11/2024 | 5.21% | 0.48 CHF | 0.51 CHF | 95,140 | 25,000 | 95,421 | 25,000 | 46,220 CHF | 12,757 CHF | 99.63% | 99.63% |
15/11/2024 | 5.46% | 0.48 CHF | 0.50 CHF | 95,313 | 25,000 | 95,293 | 25,000 | 45,230 CHF | 12,532 CHF | 100.00% | 100.00% |
14/11/2024 | 4.89% | 0.46 CHF | 0.49 CHF | 94,824 | 25,000 | 95,274 | 25,000 | 45,081 CHF | 12,423 CHF | 99.44% | 99.44% |
13/11/2024 | 5.52% | 0.47 CHF | 0.50 CHF | 94,756 | 25,000 | 94,735 | 24,964 | 45,088 CHF | 12,552 CHF | 98.88% | 98.88% |
12/11/2024 | 5.38% | 0.49 CHF | 0.52 CHF | 95,233 | 25,000 | 94,645 | 25,000 | 45,085 CHF | 12,566 CHF | 100.00% | 100.00% |
11/11/2024 | 5.67% | 0.44 CHF | 0.47 CHF | 93,368 | 25,000 | 93,343 | 25,000 | 41,593 CHF | 11,789 CHF | 100.00% | 100.00% |
08/11/2024 | 6.41% | 0.46 CHF | 0.49 CHF | 93,154 | 25,000 | 92,904 | 25,000 | 42,110 CHF | 12,081 CHF | 100.00% | 100.00% |
07/11/2024 | 6.79% | 0.45 CHF | 0.47 CHF | 92,562 | 25,000 | 89,501 | 24,376 | 38,859 CHF | 11,298 CHF | 99.06% | 99.06% |