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 | 0.99% | 28.24 CHF | 28.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 280,662 CHF | 283,462 CHF | 100.00% | 100.00% |
20/11/2024 | 0.99% | 28.06 CHF | 28.34 CHF | 10,000 | 9,750 | 10,000 | 9,818 | 280,647 CHF | 278,286 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 27.97 CHF | 28.25 CHF | 9,900 | 9,700 | 9,947 | 9,718 | 277,306 CHF | 273,637 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 27.82 CHF | 28.10 CHF | 9,952 | 10,000 | 9,954 | 10,000 | 276,192 CHF | 280,276 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 27.86 CHF | 28.14 CHF | 9,940 | 9,991 | 9,941 | 9,991 | 276,989 CHF | 281,169 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 27.84 CHF | 28.12 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 278,313 CHF | 281,113 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 27.69 CHF | 27.97 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 276,100 CHF | 278,900 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 27.58 CHF | 27.86 CHF | 10,000 | 9,980 | 10,000 | 9,980 | 276,107 CHF | 278,351 CHF | 100.00% | 100.00% |
11/11/2024 | 1.01% | 27.67 CHF | 27.95 CHF | 10,000 | 9,974 | 10,000 | 9,976 | 276,605 CHF | 278,732 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 27.86 CHF | 28.14 CHF | 10,000 | 9,798 | 10,000 | 9,799 | 278,246 CHF | 275,402 CHF | 100.00% | 100.00% |