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 | 0.44% | 7.67 CHF | 7.68 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 78,139 CHF | 45,416 CHF | 99.67% | 99.67% |
19/11/2024 | 0.46% | 7.47 CHF | 7.48 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 74,332 CHF | 43,236 CHF | 99.08% | 99.08% |
18/11/2024 | 0.42% | 7.66 CHF | 7.67 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 79,452 CHF | 46,020 CHF | 99.62% | 99.62% |
15/11/2024 | 0.42% | 7.94 CHF | 7.95 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 81,077 CHF | 47,039 CHF | 99.65% | 99.65% |
14/11/2024 | 0.37% | 8.70 CHF | 8.71 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 92,479 CHF | 53,165 CHF | 99.67% | 99.67% |
13/11/2024 | 0.37% | 9.68 CHF | 9.69 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 92,814 CHF | 55,000 CHF | 97.55% | 97.55% |
12/11/2024 | 0.37% | 9.58 CHF | 9.59 CHF | 10,000 | 10,000 | 10,000 | 5,839 | 91,805 CHF | 54,231 CHF | 95.11% | 95.11% |
11/11/2024 | 0.44% | 9.12 CHF | 9.13 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 80,374 CHF | 47,874 CHF | 99.55% | 99.55% |
08/11/2024 | 0.53% | 7.02 CHF | 7.03 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 64,990 CHF | 38,210 CHF | 99.67% | 99.67% |
07/11/2024 | 0.55% | 6.55 CHF | 6.56 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 62,572 CHF | 36,787 CHF | 99.67% | 99.67% |