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 | 0.75% | 10.46 CHF | 10.54 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 52,719 CHF | 53,116 CHF | 99.79% | 99.79% |
19/11/2024 | 0.74% | 10.56 CHF | 10.64 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 52,523 CHF | 52,915 CHF | 98.83% | 98.83% |
18/11/2024 | 0.75% | 10.64 CHF | 10.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 53,588 CHF | 53,991 CHF | 86.35% | 86.35% |
15/11/2024 | 0.74% | 10.86 CHF | 10.94 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 54,430 CHF | 54,836 CHF | 98.27% | 98.27% |
14/11/2024 | 0.75% | 10.90 CHF | 10.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 53,392 CHF | 53,794 CHF | 54.00% | 54.00% |
13/11/2024 | 0.75% | 10.60 CHF | 10.68 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 53,235 CHF | 53,635 CHF | 81.14% | 81.14% |
12/11/2024 | 0.75% | 10.60 CHF | 10.68 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 53,610 CHF | 54,011 CHF | 98.14% | 98.14% |
11/11/2024 | 0.77% | 10.98 CHF | 11.06 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 55,437 CHF | 55,864 CHF | 95.23% | 95.23% |
08/11/2024 | 0.75% | 11.02 CHF | 11.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 55,300 CHF | 55,716 CHF | 54.91% | 54.91% |
07/11/2024 | 0.74% | 11.50 CHF | 11.58 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,909 CHF | 58,339 CHF | 97.34% | 97.34% |