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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.00% | 25.05 CHF | 25.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 249,396 CHF | 251,896 CHF | 100.00% | 100.00% |
20/11/2024 | 1.00% | 24.84 CHF | 25.09 CHF | 10,000 | 9,920 | 10,000 | 9,998 | 249,680 CHF | 252,131 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 24.85 CHF | 25.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 248,487 CHF | 250,987 CHF | 100.00% | 100.00% |
18/11/2024 | 0.99% | 25.09 CHF | 25.34 CHF | 10,000 | 9,431 | 10,000 | 9,705 | 250,736 CHF | 245,764 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 25.03 CHF | 25.28 CHF | 9,985 | 8,378 | 9,985 | 8,750 | 250,895 CHF | 222,045 CHF | 100.00% | 100.00% |
14/11/2024 | 0.99% | 25.16 CHF | 25.41 CHF | 9,955 | 10,000 | 9,960 | 10,000 | 249,994 CHF | 253,500 CHF | 100.00% | 100.00% |
13/11/2024 | 0.99% | 24.98 CHF | 25.23 CHF | 9,508 | 10,000 | 9,866 | 10,000 | 247,398 CHF | 253,255 CHF | 100.00% | 100.00% |
12/11/2024 | 0.98% | 25.06 CHF | 25.31 CHF | 10,000 | 9,989 | 10,000 | 9,989 | 252,565 CHF | 254,793 CHF | 100.00% | 100.00% |
11/11/2024 | 1.01% | 25.59 CHF | 25.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 255,895 CHF | 258,495 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 25.41 CHF | 25.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 253,669 CHF | 256,222 CHF | 100.00% | 100.00% |