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 | 0.50% | 6.58 CHF | 6.59 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 67,232 CHF | 39,103 CHF | 99.57% | 99.57% |
19/11/2024 | 0.54% | 6.39 CHF | 6.40 CHF | 10,000 | 10,000 | 10,000 | 5,808 | 63,456 CHF | 36,940 CHF | 98.96% | 98.96% |
18/11/2024 | 0.49% | 6.57 CHF | 6.58 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 68,531 CHF | 39,689 CHF | 99.60% | 99.60% |
15/11/2024 | 0.49% | 6.84 CHF | 6.85 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 70,146 CHF | 40,715 CHF | 99.54% | 99.54% |
14/11/2024 | 0.41% | 7.60 CHF | 7.61 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 81,541 CHF | 46,839 CHF | 99.57% | 99.57% |
13/11/2024 | 0.42% | 8.60 CHF | 8.61 CHF | 10,000 | 10,000 | 10,000 | 5,873 | 81,957 CHF | 48,642 CHF | 97.47% | 97.47% |
12/11/2024 | 0.42% | 8.50 CHF | 8.51 CHF | 10,000 | 10,000 | 10,000 | 5,840 | 80,955 CHF | 47,906 CHF | 95.03% | 95.03% |
11/11/2024 | 0.51% | 8.04 CHF | 8.05 CHF | 10,000 | 10,000 | 10,000 | 5,803 | 69,559 CHF | 41,603 CHF | 99.53% | 99.53% |
08/11/2024 | 0.63% | 5.95 CHF | 5.96 CHF | 10,000 | 10,000 | 10,000 | 5,812 | 54,273 CHF | 31,992 CHF | 99.59% | 99.59% |
07/11/2024 | 0.66% | 5.48 CHF | 5.49 CHF | 10,000 | 10,000 | 10,000 | 5,811 | 51,830 CHF | 30,560 CHF | 99.57% | 99.57% |