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 | 9.69% | 0.32 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,376 CHF | 8,126 CHF | 100.00% | 100.00% |
19/11/2024 | 10.01% | 0.27 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,580 CHF | 7,273 CHF | 100.00% | 100.00% |
18/11/2024 | 9.17% | 0.27 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,743 CHF | 7,391 CHF | 99.63% | 99.63% |
15/11/2024 | 9.11% | 0.28 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,968 CHF | 7,634 CHF | 100.00% | 100.00% |
14/11/2024 | 8.06% | 0.29 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,077 CHF | 7,671 CHF | 99.44% | 99.44% |
13/11/2024 | 9.30% | 0.28 CHF | 0.31 CHF | 25,000 | 25,000 | 24,964 | 24,964 | 6,920 CHF | 7,592 CHF | 98.88% | 98.88% |
12/11/2024 | 9.58% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,982 CHF | 7,684 CHF | 100.00% | 100.00% |
11/11/2024 | 9.00% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,732 CHF | 8,461 CHF | 100.00% | 100.00% |
08/11/2024 | 8.94% | 0.30 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,523 CHF | 8,228 CHF | 100.00% | 100.00% |
07/11/2024 | 9.27% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 24,376 | 24,376 | 7,845 CHF | 8,584 CHF | 99.06% | 99.06% |