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 | 0.30% | 11.82 CHF | 11.84 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 119,778 CHF | 69,638 CHF | 99.43% | 99.43% |
19/11/2024 | 0.31% | 11.62 CHF | 11.64 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 115,847 CHF | 67,399 CHF | 98.89% | 98.89% |
18/11/2024 | 0.30% | 11.82 CHF | 11.84 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 121,149 CHF | 70,262 CHF | 99.44% | 99.44% |
15/11/2024 | 0.30% | 12.10 CHF | 12.12 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 122,809 CHF | 71,318 CHF | 99.43% | 99.43% |
14/11/2024 | 0.27% | 12.86 CHF | 12.88 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 134,243 CHF | 77,458 CHF | 99.43% | 99.43% |
13/11/2024 | 0.27% | 13.82 CHF | 13.84 CHF | 10,000 | 10,000 | 10,000 | 5,875 | 134,275 CHF | 79,415 CHF | 97.38% | 97.38% |
12/11/2024 | 0.27% | 13.72 CHF | 13.74 CHF | 10,000 | 10,000 | 10,000 | 5,845 | 133,206 CHF | 78,501 CHF | 94.74% | 94.74% |
11/11/2024 | 0.31% | 13.24 CHF | 13.26 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 121,663 CHF | 71,878 CHF | 99.51% | 99.51% |
08/11/2024 | 0.35% | 11.12 CHF | 11.14 CHF | 10,000 | 10,000 | 10,000 | 5,815 | 105,915 CHF | 62,057 CHF | 99.45% | 99.45% |
07/11/2024 | 0.35% | 10.64 CHF | 10.66 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 103,616 CHF | 60,677 CHF | 99.43% | 99.43% |