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 | 0.69% | 12.89 CHF | 12.98 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 131,647 CHF | 99,424 CHF | 100.00% | 100.00% |
19/11/2024 | 0.76% | 12.47 CHF | 12.57 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 124,077 CHF | 93,770 CHF | 85.49% | 85.49% |
18/11/2024 | 0.72% | 12.74 CHF | 12.83 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 126,613 CHF | 95,648 CHF | 100.00% | 100.00% |
15/11/2024 | 0.78% | 12.30 CHF | 12.39 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 118,479 CHF | 89,558 CHF | 100.00% | 100.00% |
14/11/2024 | 0.82% | 12.76 CHF | 12.86 CHF | 10,000 | 7,500 | 9,541 | 7,225 | 113,739 CHF | 86,800 CHF | 99.27% | 99.27% |
13/11/2024 | 0.70% | 12.80 CHF | 12.89 CHF | 10,000 | 7,500 | 9,999 | 7,443 | 127,764 CHF | 95,763 CHF | 99.40% | 99.40% |
12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 0.73% | 13.36 CHF | 13.46 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 134,549 CHF | 101,651 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 13.29 CHF | 13.39 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 132,507 CHF | 100,132 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 13.68 CHF | 13.78 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 138,516 CHF | 104,645 CHF | 90.34% | 90.34% |