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 | 0.50% | 10.10 CHF | 10.15 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 200,703 CHF | 201,694 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 10.00 CHF | 10.05 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 199,441 CHF | 200,400 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 196,250 CHF | 196,447 CHF | 100.00% | 100.00% |
15/11/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 193,818 CHF | 194,018 CHF | 78.21% | 78.21% |
14/11/2024 | 0.11% | 9.66 CHF | 9.67 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 188,717 CHF | 188,915 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.63 CHF | 9.64 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 190,475 CHF | 190,674 CHF | 99.64% | 99.64% |
12/11/2024 | 0.10% | 9.55 CHF | 9.56 CHF | 20,000 | 20,000 | 19,814 | 19,812 | 191,577 CHF | 191,761 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 195,301 CHF | 195,497 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 186,247 CHF | 186,443 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 188,463 CHF | 188,661 CHF | 100.00% | 100.00% |