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 | 0.40% | 8.50 CHF | 8.51 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 86,477 CHF | 50,293 CHF | 99.44% | 99.44% |
19/11/2024 | 0.41% | 8.30 CHF | 8.31 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 82,653 CHF | 48,102 CHF | 98.90% | 98.90% |
18/11/2024 | 0.39% | 8.50 CHF | 8.51 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 87,810 CHF | 50,882 CHF | 99.55% | 99.55% |
15/11/2024 | 0.38% | 8.77 CHF | 8.78 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 89,444 CHF | 51,933 CHF | 99.44% | 99.44% |
14/11/2024 | 0.33% | 9.53 CHF | 9.54 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 100,856 CHF | 58,065 CHF | 99.44% | 99.44% |
13/11/2024 | 0.36% | 10.50 CHF | 10.52 CHF | 10,000 | 10,000 | 10,000 | 5,875 | 101,107 CHF | 59,924 CHF | 97.38% | 97.38% |
12/11/2024 | 0.36% | 10.40 CHF | 10.42 CHF | 10,000 | 10,000 | 10,000 | 5,842 | 100,086 CHF | 59,114 CHF | 94.90% | 94.90% |
11/11/2024 | 0.40% | 9.95 CHF | 9.96 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 88,649 CHF | 52,694 CHF | 99.50% | 99.50% |
08/11/2024 | 0.47% | 7.84 CHF | 7.85 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 73,196 CHF | 43,010 CHF | 99.46% | 99.46% |
07/11/2024 | 0.48% | 7.37 CHF | 7.38 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 70,809 CHF | 41,599 CHF | 99.44% | 99.44% |