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 | 3.33% | 11.33 CHF | 11.53 CHF | 10,000 | 7,500 | 10,000 | 3,513 | 112,199 CHF | 40,676 CHF | 99.62% | 99.62% |
19/11/2024 | 3.70% | 9.34 CHF | 9.51 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 84,818 CHF | 51,392 CHF | 99.63% | 99.63% |
18/11/2024 | 3.82% | 8.42 CHF | 8.56 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 69,484 CHF | 42,367 CHF | 99.58% | 99.58% |
15/11/2024 | 3.85% | 6.86 CHF | 7.02 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 76,566 CHF | 45,433 CHF | 99.63% | 99.63% |
14/11/2024 | 3.52% | 8.33 CHF | 8.48 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 80,538 CHF | 48,584 CHF | 99.61% | 99.61% |
13/11/2024 | 3.55% | 7.75 CHF | 7.89 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 72,311 CHF | 44,213 CHF | 97.56% | 97.56% |
12/11/2024 | 3.77% | 6.45 CHF | 6.57 CHF | 10,000 | 10,000 | 10,000 | 7,768 | 61,690 CHF | 49,913 CHF | 99.63% | 99.63% |
11/11/2024 | 3.80% | 6.06 CHF | 6.17 CHF | 10,000 | 10,000 | 10,000 | 7,768 | 56,225 CHF | 45,470 CHF | 99.63% | 99.63% |
08/11/2024 | 3.89% | 5.33 CHF | 5.45 CHF | 10,000 | 10,000 | 10,000 | 7,775 | 55,229 CHF | 44,542 CHF | 99.63% | 99.63% |
07/11/2024 | 3.94% | 5.30 CHF | 5.40 CHF | 20,000 | 20,000 | 19,993 | 9,918 | 96,246 CHF | 50,172 CHF | 99.63% | 99.63% |