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 | 1.71% | 15.96 CHF | 16.10 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 158,695 CHF | 93,626 CHF | 99.62% | 99.62% |
19/11/2024 | 1.83% | 14.38 CHF | 14.51 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 137,023 CHF | 81,224 CHF | 99.63% | 99.63% |
18/11/2024 | 1.88% | 13.64 CHF | 13.77 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 123,651 CHF | 73,523 CHF | 99.60% | 99.60% |
15/11/2024 | 1.87% | 12.32 CHF | 12.45 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 129,594 CHF | 76,008 CHF | 99.64% | 99.64% |
14/11/2024 | 1.80% | 13.50 CHF | 13.63 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 132,791 CHF | 78,583 CHF | 99.63% | 99.63% |
13/11/2024 | 1.81% | 12.99 CHF | 13.11 CHF | 10,000 | 10,000 | 10,000 | 7,827 | 125,198 CHF | 99,897 CHF | 97.56% | 97.56% |
12/11/2024 | 1.90% | 11.79 CHF | 11.91 CHF | 10,000 | 10,000 | 10,000 | 7,768 | 115,280 CHF | 91,414 CHF | 99.63% | 99.63% |
11/11/2024 | 1.92% | 11.41 CHF | 11.52 CHF | 10,000 | 10,000 | 10,000 | 7,768 | 109,754 CHF | 87,020 CHF | 99.63% | 99.63% |
08/11/2024 | 1.95% | 10.65 CHF | 10.76 CHF | 10,000 | 10,000 | 10,000 | 7,775 | 108,260 CHF | 85,732 CHF | 99.63% | 99.63% |
07/11/2024 | 1.98% | 10.58 CHF | 10.69 CHF | 20,000 | 20,000 | 12,144 | 9,918 | 123,148 CHF | 102,565 CHF | 99.64% | 99.64% |