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 | 8.13% | 0.39 CHF | 0.42 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,285 CHF | 23,085 CHF | 100.00% | 100.00% |
19/11/2024 | 6.24% | 0.45 CHF | 0.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 27,993 CHF | 29,793 CHF | 100.00% | 100.00% |
18/11/2024 | 6.66% | 0.41 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 26,167 CHF | 27,967 CHF | 98.99% | 98.99% |
15/11/2024 | 7.75% | 0.43 CHF | 0.46 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,388 CHF | 24,188 CHF | 100.00% | 100.00% |
14/11/2024 | 8.24% | 0.32 CHF | 0.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,017 CHF | 22,817 CHF | 100.00% | 100.00% |
13/11/2024 | 7.57% | 0.39 CHF | 0.42 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,884 CHF | 24,684 CHF | 99.86% | 99.86% |
12/11/2024 | 10.42% | 0.30 CHF | 0.33 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 16,380 CHF | 18,180 CHF | 100.00% | 100.00% |
11/11/2024 | 10.49% | 0.24 CHF | 0.27 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 16,431 CHF | 18,231 CHF | 100.00% | 100.00% |
08/11/2024 | 7.91% | 0.36 CHF | 0.39 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,865 CHF | 23,665 CHF | 100.00% | 100.00% |
07/11/2024 | 7.55% | 0.38 CHF | 0.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,948 CHF | 24,748 CHF | 99.67% | 99.67% |