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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.93% | 7.34 CHF | 7.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 76,966 CHF | 78,466 CHF | 99.48% | 99.48% |
22/11/2024 | 1.81% | 7.88 CHF | 8.03 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 82,347 CHF | 83,847 CHF | 99.50% | 99.50% |
20/11/2024 | 1.91% | 8.21 CHF | 8.36 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 77,957 CHF | 79,457 CHF | 99.53% | 99.53% |
19/11/2024 | 1.92% | 7.74 CHF | 7.89 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 77,506 CHF | 79,006 CHF | 99.55% | 99.55% |
18/11/2024 | 2.06% | 7.13 CHF | 7.28 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 71,910 CHF | 73,410 CHF | 99.57% | 99.57% |
15/11/2024 | 1.99% | 7.42 CHF | 7.57 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 74,556 CHF | 76,056 CHF | 98.92% | 98.92% |
14/11/2024 | 1.82% | 7.80 CHF | 7.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 81,701 CHF | 83,201 CHF | 98.73% | 98.73% |
13/11/2024 | 1.69% | 8.95 CHF | 9.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 88,151 CHF | 89,651 CHF | 96.69% | 96.69% |
12/11/2024 | 1.92% | 8.35 CHF | 8.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 77,440 CHF | 78,940 CHF | 99.55% | 99.55% |
11/11/2024 | 1.88% | 7.63 CHF | 7.78 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 79,024 CHF | 80,524 CHF | 99.57% | 99.57% |