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 | 0.48% | 6.96 CHF | 6.97 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 71,060 CHF | 41,308 CHF | 99.67% | 99.67% |
19/11/2024 | 0.51% | 6.77 CHF | 6.78 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 67,268 CHF | 39,136 CHF | 99.08% | 99.08% |
18/11/2024 | 0.47% | 6.95 CHF | 6.96 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 72,361 CHF | 41,908 CHF | 99.62% | 99.62% |
15/11/2024 | 0.46% | 7.23 CHF | 7.24 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 73,982 CHF | 42,922 CHF | 99.65% | 99.65% |
14/11/2024 | 0.40% | 7.99 CHF | 8.00 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 85,380 CHF | 49,047 CHF | 99.67% | 99.67% |
13/11/2024 | 0.40% | 8.98 CHF | 8.99 CHF | 10,000 | 10,000 | 10,000 | 5,880 | 85,771 CHF | 50,948 CHF | 97.27% | 97.27% |
12/11/2024 | 0.40% | 8.88 CHF | 8.89 CHF | 10,000 | 10,000 | 10,000 | 5,839 | 84,760 CHF | 50,118 CHF | 95.11% | 95.11% |
11/11/2024 | 0.48% | 8.42 CHF | 8.43 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 73,354 CHF | 43,800 CHF | 99.56% | 99.56% |
08/11/2024 | 0.59% | 6.32 CHF | 6.33 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 58,032 CHF | 34,165 CHF | 99.67% | 99.67% |
07/11/2024 | 0.61% | 5.86 CHF | 5.87 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 55,598 CHF | 32,736 CHF | 99.67% | 99.67% |