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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 0.80% | 11.75 CHF | 11.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 174,396 CHF | 175,797 CHF | 100.00% | 100.00% |
29/10/2024 | 0.80% | 11.54 CHF | 11.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 172,687 CHF | 174,071 CHF | 100.00% | 100.00% |
28/10/2024 | 0.80% | 11.51 CHF | 11.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 172,074 CHF | 173,454 CHF | 100.00% | 100.00% |
25/10/2024 | 0.80% | 11.43 CHF | 11.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 171,092 CHF | 172,468 CHF | 100.00% | 100.00% |
24/10/2024 | 0.80% | 11.36 CHF | 11.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 170,781 CHF | 172,149 CHF | 99.94% | 99.94% |
23/10/2024 | 0.80% | 11.28 CHF | 11.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 169,199 CHF | 170,561 CHF | 99.99% | 99.99% |
22/10/2024 | 0.80% | 11.15 CHF | 11.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 167,268 CHF | 168,613 CHF | 99.85% | 99.85% |
21/10/2024 | 0.80% | 11.17 CHF | 11.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 168,688 CHF | 170,043 CHF | 100.00% | 100.00% |
18/10/2024 | 0.80% | 11.30 CHF | 11.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 170,236 CHF | 171,601 CHF | 100.00% | 100.00% |
17/10/2024 | 0.80% | 11.33 CHF | 11.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 169,960 CHF | 171,325 CHF | 99.92% | 99.92% |