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 | 0.59% | 7.26 CHF | 7.28 CHF | 5,000 | 5,000 | 3,346 | 3,346 | 24,680 CHF | 24,814 CHF | 100.00% | 100.00% |
19/11/2024 | 0.62% | 7.36 CHF | 7.39 CHF | 5,000 | 5,000 | 2,715 | 2,715 | 21,569 CHF | 21,694 CHF | 99.98% | 99.98% |
18/11/2024 | 0.59% | 7.67 CHF | 7.69 CHF | 5,000 | 5,000 | 3,345 | 3,345 | 26,345 CHF | 26,486 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 7.75 CHF | 7.78 CHF | 4,000 | 4,000 | 2,665 | 2,665 | 21,956 CHF | 22,083 CHF | 72.10% | 72.10% |
14/11/2024 | 0.56% | 9.15 CHF | 9.18 CHF | 4,000 | 4,000 | 2,677 | 2,677 | 23,965 CHF | 24,089 CHF | 100.00% | 100.00% |
13/11/2024 | 0.62% | 7.89 CHF | 7.91 CHF | 5,000 | 5,000 | 3,348 | 3,348 | 25,158 CHF | 25,299 CHF | 99.67% | 99.67% |
12/11/2024 | 0.60% | 7.25 CHF | 7.28 CHF | 4,000 | 4,000 | 2,677 | 2,677 | 21,714 CHF | 21,838 CHF | 99.96% | 99.96% |
11/11/2024 | 0.85% | 8.86 CHF | 8.89 CHF | 3,000 | 3,000 | 2,009 | 2,009 | 20,278 CHF | 20,436 CHF | 99.83% | 99.83% |
08/11/2024 | 0.90% | 10.85 CHF | 10.90 CHF | 3,000 | 3,000 | 2,008 | 2,008 | 20,946 CHF | 21,120 CHF | 99.79% | 99.79% |
07/11/2024 | 0.56% | 10.30 CHF | 10.35 CHF | 4,000 | 4,000 | 2,677 | 2,677 | 25,483 CHF | 25,617 CHF | 99.98% | 99.98% |