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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.36% | 8.30 CHF | 8.33 CHF | 7,000 | 7,000 | 6,273 | 6,273 | 53,177 CHF | 53,365 CHF | 99.99% | 99.99% |
20/11/2024 | 0.38% | 8.04 CHF | 8.07 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 55,827 CHF | 56,035 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 7.80 CHF | 7.83 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 52,556 CHF | 52,764 CHF | 100.00% | 100.00% |
18/11/2024 | 0.40% | 7.60 CHF | 7.63 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 52,797 CHF | 53,006 CHF | 100.00% | 100.00% |
15/11/2024 | 0.54% | 7.71 CHF | 7.76 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 46,647 CHF | 46,897 CHF | 71.41% | 71.41% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/11/2024 | 0.46% | 11.40 CHF | 11.45 CHF | 5,000 | 5,000 | 4,952 | 4,952 | 54,758 CHF | 55,006 CHF | 98.93% | 98.93% |
12/11/2024 | 0.44% | 11.65 CHF | 11.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 57,306 CHF | 57,554 CHF | 100.00% | 100.00% |
11/11/2024 | 0.45% | 11.20 CHF | 11.25 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 55,992 CHF | 56,239 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 10.85 CHF | 10.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 52,750 CHF | 52,998 CHF | 100.00% | 100.00% |