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 | 0.31% | 11.34 CHF | 11.36 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 114,989 CHF | 66,812 CHF | 99.62% | 99.62% |
19/11/2024 | 0.33% | 11.14 CHF | 11.16 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 111,071 CHF | 64,582 CHF | 99.04% | 99.04% |
18/11/2024 | 0.31% | 11.34 CHF | 11.36 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 116,349 CHF | 67,439 CHF | 99.59% | 99.59% |
15/11/2024 | 0.31% | 11.62 CHF | 11.64 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 118,009 CHF | 68,486 CHF | 99.60% | 99.60% |
14/11/2024 | 0.28% | 12.38 CHF | 12.40 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 129,442 CHF | 74,622 CHF | 99.62% | 99.62% |
13/11/2024 | 0.28% | 13.34 CHF | 13.36 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 129,508 CHF | 76,566 CHF | 97.53% | 97.53% |
12/11/2024 | 0.28% | 13.24 CHF | 13.26 CHF | 10,000 | 10,000 | 10,000 | 5,840 | 128,443 CHF | 75,658 CHF | 95.00% | 95.00% |
11/11/2024 | 0.31% | 12.76 CHF | 12.78 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 116,908 CHF | 69,089 CHF | 99.60% | 99.60% |
08/11/2024 | 0.36% | 10.64 CHF | 10.66 CHF | 10,000 | 10,000 | 10,000 | 5,811 | 101,208 CHF | 59,277 CHF | 99.64% | 99.64% |
07/11/2024 | 0.37% | 10.16 CHF | 10.18 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 98,895 CHF | 57,895 CHF | 99.62% | 99.62% |