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 | 0.33% | 10.86 CHF | 10.88 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 110,088 CHF | 63,959 CHF | 99.68% | 99.68% |
19/11/2024 | 0.34% | 10.64 CHF | 10.66 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 106,195 CHF | 61,739 CHF | 99.09% | 99.09% |
18/11/2024 | 0.33% | 10.86 CHF | 10.88 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 111,451 CHF | 64,593 CHF | 99.62% | 99.62% |
15/11/2024 | 0.32% | 11.14 CHF | 11.16 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 113,111 CHF | 65,631 CHF | 99.67% | 99.67% |
14/11/2024 | 0.29% | 11.88 CHF | 11.90 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 124,544 CHF | 71,766 CHF | 99.69% | 99.69% |
13/11/2024 | 0.29% | 12.86 CHF | 12.88 CHF | 10,000 | 10,000 | 10,000 | 5,880 | 124,651 CHF | 73,822 CHF | 97.28% | 97.28% |
12/11/2024 | 0.29% | 12.76 CHF | 12.78 CHF | 10,000 | 10,000 | 10,000 | 5,838 | 123,585 CHF | 72,796 CHF | 95.15% | 95.15% |
11/11/2024 | 0.33% | 12.28 CHF | 12.30 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 112,070 CHF | 66,267 CHF | 99.66% | 99.66% |
08/11/2024 | 0.36% | 10.16 CHF | 10.18 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 96,422 CHF | 56,477 CHF | 99.69% | 99.69% |
07/11/2024 | 0.36% | 9.70 CHF | 9.71 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 94,106 CHF | 55,091 CHF | 99.68% | 99.68% |