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 | 2.12% | 30.60 CHF | 30.95 CHF | 10,000 | 5,000 | 10,000 | 2,534 | 304,054 CHF | 78,635 CHF | 99.63% | 99.63% |
19/11/2024 | 2.30% | 26.95 CHF | 27.26 CHF | 10,000 | 5,000 | 10,000 | 2,874 | 253,696 CHF | 74,902 CHF | 99.64% | 99.64% |
18/11/2024 | 2.36% | 25.23 CHF | 25.51 CHF | 10,000 | 5,000 | 10,000 | 2,980 | 223,257 CHF | 68,641 CHF | 99.59% | 99.59% |
15/11/2024 | 2.36% | 22.20 CHF | 22.50 CHF | 10,000 | 5,000 | 10,000 | 2,980 | 236,807 CHF | 71,584 CHF | 99.64% | 99.64% |
14/11/2024 | 2.24% | 24.93 CHF | 25.22 CHF | 10,000 | 5,000 | 10,000 | 2,980 | 244,169 CHF | 74,558 CHF | 99.64% | 99.64% |
13/11/2024 | 2.25% | 23.78 CHF | 24.06 CHF | 10,000 | 5,000 | 10,000 | 3,001 | 227,345 CHF | 69,986 CHF | 97.57% | 97.57% |
12/11/2024 | 2.37% | 21.11 CHF | 21.37 CHF | 10,000 | 5,000 | 10,000 | 2,980 | 205,278 CHF | 62,968 CHF | 99.64% | 99.64% |
11/11/2024 | 2.39% | 20.27 CHF | 20.52 CHF | 10,000 | 7,500 | 10,000 | 3,513 | 193,262 CHF | 70,031 CHF | 99.63% | 99.63% |
08/11/2024 | 2.43% | 18.64 CHF | 18.89 CHF | 10,000 | 7,500 | 10,000 | 3,520 | 190,389 CHF | 68,381 CHF | 99.64% | 99.64% |
07/11/2024 | 2.47% | 18.52 CHF | 18.75 CHF | 10,000 | 7,500 | 10,000 | 3,520 | 174,400 CHF | 63,362 CHF | 99.64% | 99.64% |