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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 8.96% | 0.41 CHF | 0.45 CHF | 104,996 | 25,000 | 103,496 | 25,000 | 43,220 CHF | 11,421 CHF | 99.31% | 99.31% |
22/11/2024 | 9.16% | 0.39 CHF | 0.43 CHF | 108,710 | 25,000 | 110,595 | 25,000 | 40,829 CHF | 10,120 CHF | 100.00% | 100.00% |
20/11/2024 | 7.70% | 0.37 CHF | 0.40 CHF | 109,672 | 25,000 | 113,352 | 25,000 | 39,085 CHF | 9,315 CHF | 100.00% | 100.00% |
19/11/2024 | 8.54% | 0.32 CHF | 0.35 CHF | 118,081 | 25,000 | 118,110 | 25,000 | 37,642 CHF | 8,680 CHF | 99.99% | 99.99% |
18/11/2024 | 10.69% | 0.33 CHF | 0.35 CHF | 116,517 | 25,000 | 117,121 | 23,898 | 37,322 CHF | 8,461 CHF | 99.51% | 99.51% |
15/11/2024 | 8.25% | 0.33 CHF | 0.36 CHF | 116,526 | 25,000 | 116,437 | 25,000 | 38,487 CHF | 8,975 CHF | 100.00% | 100.00% |
14/11/2024 | 8.39% | 0.34 CHF | 0.37 CHF | 115,480 | 25,000 | 116,322 | 25,000 | 38,789 CHF | 9,067 CHF | 97.25% | 97.25% |
13/11/2024 | 8.24% | 0.33 CHF | 0.36 CHF | 117,280 | 25,000 | 117,033 | 24,963 | 38,897 CHF | 9,013 CHF | 97.09% | 97.09% |
12/11/2024 | 8.27% | 0.32 CHF | 0.35 CHF | 119,411 | 25,000 | 115,795 | 25,000 | 37,974 CHF | 8,907 CHF | 98.58% | 98.58% |
11/11/2024 | 7.46% | 0.35 CHF | 0.38 CHF | 112,025 | 25,000 | 111,454 | 25,000 | 39,392 CHF | 9,520 CHF | 97.60% | 97.60% |