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 | 0.39% | 8.58 CHF | 8.59 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 87,263 CHF | 50,709 CHF | 99.67% | 99.67% |
19/11/2024 | 0.41% | 8.38 CHF | 8.39 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 83,429 CHF | 48,515 CHF | 99.10% | 99.10% |
18/11/2024 | 0.38% | 8.58 CHF | 8.59 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 88,590 CHF | 51,321 CHF | 99.62% | 99.62% |
15/11/2024 | 0.38% | 8.85 CHF | 8.86 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 90,229 CHF | 52,346 CHF | 99.66% | 99.66% |
14/11/2024 | 0.33% | 9.61 CHF | 9.62 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 101,635 CHF | 58,470 CHF | 99.68% | 99.68% |
13/11/2024 | 0.35% | 10.58 CHF | 10.60 CHF | 10,000 | 10,000 | 10,000 | 5,880 | 101,882 CHF | 60,435 CHF | 97.27% | 97.27% |
12/11/2024 | 0.36% | 10.48 CHF | 10.50 CHF | 10,000 | 10,000 | 10,000 | 5,839 | 100,855 CHF | 59,531 CHF | 95.10% | 95.10% |
11/11/2024 | 0.40% | 10.02 CHF | 10.04 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 89,416 CHF | 53,126 CHF | 99.55% | 99.55% |
08/11/2024 | 0.46% | 7.92 CHF | 7.93 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 73,963 CHF | 43,423 CHF | 99.68% | 99.68% |
07/11/2024 | 0.48% | 7.45 CHF | 7.46 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 71,571 CHF | 42,010 CHF | 99.67% | 99.67% |