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 | 1.45% | 9.88 CHF | 10.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 102,862 CHF | 104,364 CHF | 99.48% | 99.48% |
19/11/2024 | 1.67% | 9.36 CHF | 9.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 89,057 CHF | 90,557 CHF | 99.56% | 99.56% |
18/11/2024 | 1.68% | 9.11 CHF | 9.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 88,803 CHF | 90,303 CHF | 99.53% | 99.53% |
15/11/2024 | 2.21% | 8.49 CHF | 8.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 89,483 CHF | 91,483 CHF | 98.85% | 98.85% |
14/11/2024 | 2.06% | 9.71 CHF | 9.91 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 96,007 CHF | 98,006 CHF | 99.54% | 99.54% |
13/11/2024 | 2.19% | 9.42 CHF | 9.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 90,396 CHF | 92,396 CHF | 96.84% | 96.84% |
12/11/2024 | 1.93% | 10.08 CHF | 10.28 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 102,599 CHF | 52,299 CHF | 99.56% | 99.56% |
11/11/2024 | 1.83% | 10.38 CHF | 10.58 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 108,541 CHF | 55,270 CHF | 99.51% | 99.51% |
08/11/2024 | 1.90% | 10.42 CHF | 10.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 104,117 CHF | 106,116 CHF | 99.50% | 99.50% |
07/11/2024 | 1.56% | 10.06 CHF | 10.22 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 95,217 CHF | 96,715 CHF | 99.31% | 99.31% |