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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.34% | 9.62 CHF | 9.63 CHF | 10,000 | 10,000 | 10,000 | 5,797 | 99,263 CHF | 57,526 CHF | 99.41% | 99.41% |
22/11/2024 | 0.37% | 9.28 CHF | 9.29 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 92,454 CHF | 53,946 CHF | 99.05% | 99.05% |
20/11/2024 | 0.42% | 7.97 CHF | 7.98 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 81,191 CHF | 47,207 CHF | 99.55% | 99.55% |
19/11/2024 | 0.44% | 7.78 CHF | 7.79 CHF | 10,000 | 10,000 | 10,000 | 5,808 | 77,382 CHF | 45,026 CHF | 98.95% | 98.95% |
18/11/2024 | 0.41% | 7.97 CHF | 7.98 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 82,515 CHF | 47,803 CHF | 99.59% | 99.59% |
15/11/2024 | 0.41% | 8.24 CHF | 8.25 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 84,145 CHF | 48,841 CHF | 99.52% | 99.52% |
14/11/2024 | 0.35% | 9.00 CHF | 9.01 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 95,551 CHF | 54,968 CHF | 99.56% | 99.56% |
13/11/2024 | 0.36% | 9.99 CHF | 10.00 CHF | 10,000 | 10,000 | 10,000 | 5,882 | 95,866 CHF | 56,907 CHF | 97.19% | 97.19% |
12/11/2024 | 0.37% | 9.89 CHF | 9.90 CHF | 10,000 | 10,000 | 10,000 | 5,840 | 94,841 CHF | 56,021 CHF | 95.01% | 95.01% |
11/11/2024 | 0.42% | 9.42 CHF | 9.43 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 83,411 CHF | 49,642 CHF | 99.53% | 99.53% |