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 | 1.07% | 7.69 CHF | 7.77 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 79,432 CHF | 60,214 CHF | 100.00% | 100.00% |
19/11/2024 | 1.23% | 7.31 CHF | 7.40 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 72,482 CHF | 55,035 CHF | 85.49% | 85.49% |
18/11/2024 | 1.13% | 7.56 CHF | 7.64 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 74,904 CHF | 56,817 CHF | 100.00% | 100.00% |
15/11/2024 | 1.29% | 7.16 CHF | 7.25 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 67,399 CHF | 51,203 CHF | 100.00% | 100.00% |
14/11/2024 | 1.36% | 7.61 CHF | 7.70 CHF | 10,000 | 7,500 | 9,541 | 7,225 | 64,907 CHF | 49,791 CHF | 99.27% | 99.27% |
13/11/2024 | 1.08% | 7.64 CHF | 7.72 CHF | 10,000 | 7,500 | 9,999 | 7,443 | 76,188 CHF | 57,322 CHF | 99.40% | 99.40% |
12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
11/11/2024 | 1.14% | 8.26 CHF | 8.35 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 83,473 CHF | 63,324 CHF | 100.00% | 100.00% |
08/11/2024 | 1.22% | 8.19 CHF | 8.29 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 81,563 CHF | 61,921 CHF | 100.00% | 100.00% |
07/11/2024 | 1.14% | 8.58 CHF | 8.68 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 87,561 CHF | 66,426 CHF | 90.34% | 90.34% |