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 | 0.47% | 7.03 CHF | 7.04 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 71,798 CHF | 41,745 CHF | 99.60% | 99.60% |
19/11/2024 | 0.50% | 6.84 CHF | 6.85 CHF | 10,000 | 10,000 | 10,000 | 5,807 | 68,018 CHF | 39,579 CHF | 99.00% | 99.00% |
18/11/2024 | 0.46% | 7.03 CHF | 7.04 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 73,106 CHF | 42,365 CHF | 99.45% | 99.45% |
15/11/2024 | 0.46% | 7.30 CHF | 7.31 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 74,732 CHF | 43,366 CHF | 99.59% | 99.59% |
14/11/2024 | 0.39% | 8.06 CHF | 8.07 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 86,128 CHF | 49,490 CHF | 99.60% | 99.60% |
13/11/2024 | 0.39% | 9.05 CHF | 9.06 CHF | 10,000 | 10,000 | 10,000 | 5,872 | 86,506 CHF | 51,304 CHF | 97.51% | 97.51% |
12/11/2024 | 0.40% | 8.95 CHF | 8.96 CHF | 10,000 | 10,000 | 10,000 | 5,845 | 85,510 CHF | 50,606 CHF | 94.76% | 94.76% |
11/11/2024 | 0.47% | 8.49 CHF | 8.50 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 74,100 CHF | 44,249 CHF | 99.52% | 99.52% |
08/11/2024 | 0.58% | 6.40 CHF | 6.41 CHF | 10,000 | 10,000 | 10,000 | 5,811 | 58,767 CHF | 34,599 CHF | 99.63% | 99.63% |
07/11/2024 | 0.61% | 5.93 CHF | 5.94 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 56,337 CHF | 33,173 CHF | 99.60% | 99.60% |