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 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,430 CHF | 286,930 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,420 CHF | 286,920 CHF | 89.38% | 89.38% |
18/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,410 CHF | 286,910 CHF | 99.68% | 99.68% |
15/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,410 CHF | 286,910 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,400 CHF | 286,900 CHF | 100.00% | 100.00% |
13/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,370 CHF | 286,870 CHF | 100.00% | 100.00% |
12/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,370 CHF | 286,870 CHF | 98.75% | 98.75% |
11/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,360 CHF | 286,860 CHF | 100.00% | 100.00% |
08/11/2024 | 0.88% | 28.44 CHF | 28.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,350 CHF | 286,850 CHF | 99.85% | 99.85% |
07/11/2024 | 0.88% | 28.43 CHF | 28.68 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 284,340 CHF | 286,840 CHF | 100.00% | 100.00% |