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 | 6.32% | 0.15 CHF | 0.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,835 CHF | 4,085 CHF | 100.00% | 100.00% |
19/11/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,315 CHF | 4,615 CHF | 100.00% | 100.00% |
18/11/2024 | 6.63% | 0.15 CHF | 0.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,377 CHF | 4,677 CHF | 100.00% | 100.00% |
15/11/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,407 CHF | 4,707 CHF | 100.00% | 100.00% |
14/11/2024 | 7.18% | 0.14 CHF | 0.15 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,031 CHF | 4,331 CHF | 100.00% | 100.00% |
13/11/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,816 CHF | 4,116 CHF | 100.00% | 100.00% |
12/11/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 3,900 CHF | 4,200 CHF | 100.00% | 100.00% |
11/11/2024 | 6.40% | 0.14 CHF | 0.15 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,541 CHF | 4,841 CHF | 100.00% | 100.00% |
08/11/2024 | 7.75% | 0.14 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,109 CHF | 3,359 CHF | 100.00% | 100.00% |
07/11/2024 | 6.59% | 0.15 CHF | 0.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 4,408 CHF | 4,708 CHF | 100.00% | 100.00% |