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 | 1.71% | 10.10 CHF | 10.19 CHF | 20,000 | 20,000 | 12,132 | 9,901 | 121,950 CHF | 101,079 CHF | 99.63% | 99.63% |
19/11/2024 | 1.83% | 9.10 CHF | 9.19 CHF | 20,000 | 20,000 | 12,132 | 11,603 | 105,775 CHF | 102,813 CHF | 99.64% | 99.64% |
18/11/2024 | 1.88% | 8.64 CHF | 8.71 CHF | 20,000 | 20,000 | 12,132 | 11,603 | 95,708 CHF | 93,068 CHF | 99.59% | 99.59% |
15/11/2024 | 1.88% | 7.79 CHF | 7.88 CHF | 20,000 | 20,000 | 12,131 | 11,602 | 98,935 CHF | 96,211 CHF | 99.65% | 99.65% |
14/11/2024 | 1.80% | 8.54 CHF | 8.62 CHF | 20,000 | 20,000 | 12,131 | 11,601 | 102,260 CHF | 99,467 CHF | 99.64% | 99.64% |
13/11/2024 | 1.81% | 8.22 CHF | 8.30 CHF | 20,000 | 20,000 | 12,176 | 11,742 | 96,867 CHF | 95,003 CHF | 97.57% | 97.57% |
12/11/2024 | 1.90% | 7.46 CHF | 7.54 CHF | 20,000 | 20,000 | 12,131 | 11,867 | 89,037 CHF | 88,620 CHF | 99.64% | 99.64% |
11/11/2024 | 1.92% | 7.22 CHF | 7.29 CHF | 20,000 | 20,000 | 11,867 | 11,867 | 82,877 CHF | 84,315 CHF | 99.64% | 99.64% |
08/11/2024 | 1.95% | 6.74 CHF | 6.81 CHF | 20,000 | 20,000 | 11,883 | 11,883 | 81,404 CHF | 82,852 CHF | 99.64% | 99.64% |
07/11/2024 | 1.98% | 6.70 CHF | 6.76 CHF | 25,000 | 25,000 | 12,954 | 12,954 | 83,314 CHF | 84,753 CHF | 99.64% | 99.64% |