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 | 0.35% | 10.32 CHF | 10.34 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 104,721 CHF | 60,862 CHF | 99.61% | 99.61% |
19/11/2024 | 0.36% | 10.12 CHF | 10.14 CHF | 10,000 | 10,000 | 10,000 | 5,807 | 100,849 CHF | 58,652 CHF | 99.01% | 99.01% |
18/11/2024 | 0.34% | 10.32 CHF | 10.34 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 106,071 CHF | 61,497 CHF | 99.51% | 99.51% |
15/11/2024 | 0.34% | 10.60 CHF | 10.62 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 107,728 CHF | 62,525 CHF | 99.59% | 99.59% |
14/11/2024 | 0.30% | 11.36 CHF | 11.38 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 119,155 CHF | 68,660 CHF | 99.61% | 99.61% |
13/11/2024 | 0.30% | 12.32 CHF | 12.34 CHF | 10,000 | 10,000 | 10,000 | 5,872 | 119,298 CHF | 70,573 CHF | 97.52% | 97.52% |
12/11/2024 | 0.31% | 12.22 CHF | 12.24 CHF | 10,000 | 10,000 | 10,000 | 5,843 | 118,249 CHF | 69,730 CHF | 94.88% | 94.88% |
11/11/2024 | 0.34% | 11.74 CHF | 11.76 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 106,744 CHF | 63,199 CHF | 99.56% | 99.56% |
08/11/2024 | 0.37% | 9.64 CHF | 9.65 CHF | 10,000 | 10,000 | 10,000 | 5,811 | 91,150 CHF | 53,421 CHF | 99.63% | 99.63% |
07/11/2024 | 0.39% | 9.17 CHF | 9.18 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 88,811 CHF | 52,031 CHF | 99.61% | 99.61% |