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 | 0.17% | 10.00 CHF | 10.05 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,660 CHF | 19,694 CHF | 100.00% | 100.00% |
19/11/2024 | 0.39% | 9.98 CHF | 9.99 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,849 CHF | 19,926 CHF | 98.96% | 98.96% |
18/11/2024 | 0.36% | 10.00 CHF | 10.05 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,846 CHF | 19,917 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 9.99 CHF | 10.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 19,827 CHF | 19,855 CHF | 72.18% | 72.18% |
14/11/2024 | 0.10% | 9.75 CHF | 9.76 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,562 CHF | 19,582 CHF | 100.00% | 100.00% |
13/11/2024 | 0.43% | 10.05 CHF | 10.10 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,955 CHF | 20,040 CHF | 99.36% | 99.36% |
12/11/2024 | 0.10% | 10.00 CHF | 10.05 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,657 CHF | 19,677 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 2,000 | 2,000 | 1,968 | 1,968 | 18,964 CHF | 18,983 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,258 CHF | 19,278 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.55 CHF | 9.56 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,769 CHF | 18,789 CHF | 100.00% | 100.00% |