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 | 0.33% | 10.82 CHF | 10.84 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 109,701 CHF | 63,762 CHF | 99.57% | 99.57% |
19/11/2024 | 0.34% | 10.60 CHF | 10.62 CHF | 10,000 | 10,000 | 10,000 | 5,808 | 105,811 CHF | 61,546 CHF | 98.97% | 98.97% |
18/11/2024 | 0.33% | 10.82 CHF | 10.84 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 111,060 CHF | 64,409 CHF | 99.44% | 99.44% |
15/11/2024 | 0.32% | 11.10 CHF | 11.12 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 112,721 CHF | 65,434 CHF | 99.56% | 99.56% |
14/11/2024 | 0.29% | 11.84 CHF | 11.86 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 124,154 CHF | 71,573 CHF | 99.57% | 99.57% |
13/11/2024 | 0.29% | 12.82 CHF | 12.84 CHF | 10,000 | 10,000 | 10,000 | 5,882 | 124,261 CHF | 73,620 CHF | 97.21% | 97.21% |
12/11/2024 | 0.29% | 12.72 CHF | 12.74 CHF | 10,000 | 10,000 | 10,000 | 5,845 | 123,204 CHF | 72,653 CHF | 94.73% | 94.73% |
11/11/2024 | 0.33% | 12.24 CHF | 12.26 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 111,686 CHF | 66,085 CHF | 99.51% | 99.51% |
08/11/2024 | 0.36% | 10.12 CHF | 10.14 CHF | 10,000 | 10,000 | 10,000 | 5,812 | 96,042 CHF | 56,278 CHF | 99.59% | 99.59% |
07/11/2024 | 0.37% | 9.66 CHF | 9.67 CHF | 10,000 | 10,000 | 10,000 | 5,811 | 93,721 CHF | 54,892 CHF | 99.58% | 99.58% |