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 | 0.55% | 6.10 CHF | 6.11 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 62,465 CHF | 36,321 CHF | 99.68% | 99.68% |
19/11/2024 | 0.58% | 5.91 CHF | 5.92 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 58,705 CHF | 34,163 CHF | 99.10% | 99.10% |
18/11/2024 | 0.53% | 6.10 CHF | 6.11 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 63,757 CHF | 36,917 CHF | 99.63% | 99.63% |
15/11/2024 | 0.52% | 6.37 CHF | 6.38 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 65,367 CHF | 37,924 CHF | 99.66% | 99.66% |
14/11/2024 | 0.44% | 7.13 CHF | 7.14 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 76,764 CHF | 44,049 CHF | 99.68% | 99.68% |
13/11/2024 | 0.44% | 8.12 CHF | 8.13 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 77,207 CHF | 45,835 CHF | 97.56% | 97.56% |
12/11/2024 | 0.45% | 8.03 CHF | 8.04 CHF | 10,000 | 10,000 | 10,000 | 5,838 | 76,219 CHF | 45,127 CHF | 95.15% | 95.15% |
11/11/2024 | 0.54% | 7.56 CHF | 7.57 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 64,834 CHF | 38,852 CHF | 99.57% | 99.57% |
08/11/2024 | 0.70% | 5.48 CHF | 5.49 CHF | 10,000 | 10,000 | 17,871 | 5,810 | 88,066 CHF | 29,259 CHF | 99.68% | 99.68% |
07/11/2024 | 0.72% | 5.01 CHF | 5.02 CHF | 10,000 | 10,000 | 19,387 | 5,809 | 91,173 CHF | 27,821 CHF | 99.67% | 99.67% |