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 | 0.93% | 10.44 CHF | 10.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 107,168 CHF | 108,168 CHF | 99.48% | 99.48% |
19/11/2024 | 1.02% | 10.10 CHF | 10.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 97,817 CHF | 98,816 CHF | 99.56% | 99.56% |
18/11/2024 | 1.02% | 9.93 CHF | 10.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 97,714 CHF | 98,714 CHF | 99.53% | 99.53% |
15/11/2024 | 1.01% | 9.52 CHF | 9.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 98,278 CHF | 99,277 CHF | 98.85% | 98.85% |
14/11/2024 | 0.97% | 10.32 CHF | 10.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 102,378 CHF | 103,379 CHF | 99.55% | 99.55% |
13/11/2024 | 1.01% | 10.10 CHF | 10.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 98,693 CHF | 99,693 CHF | 96.83% | 96.83% |
12/11/2024 | 0.93% | 10.54 CHF | 10.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 106,594 CHF | 107,594 CHF | 99.56% | 99.56% |
11/11/2024 | 0.90% | 10.74 CHF | 10.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 110,447 CHF | 111,447 CHF | 99.51% | 99.51% |
08/11/2024 | 0.93% | 10.76 CHF | 10.86 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 107,604 CHF | 108,604 CHF | 99.49% | 99.49% |
07/11/2024 | 0.98% | 10.52 CHF | 10.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 101,404 CHF | 102,405 CHF | 99.30% | 99.30% |