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 | 0.46% | 8.71 CHF | 8.75 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 26,940 CHF | 27,064 CHF | 100.00% | 100.00% |
19/11/2024 | 0.54% | 8.20 CHF | 8.24 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 23,954 CHF | 24,084 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 8.79 CHF | 8.83 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 27,497 CHF | 27,637 CHF | 100.00% | 100.00% |
15/11/2024 | 0.50% | 9.50 CHF | 9.55 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 27,988 CHF | 28,127 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 9.38 CHF | 9.42 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 27,849 CHF | 27,986 CHF | 100.00% | 100.00% |
13/11/2024 | 0.52% | 9.22 CHF | 9.27 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 27,175 CHF | 27,316 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 9.29 CHF | 9.34 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 28,899 CHF | 29,051 CHF | 100.00% | 100.00% |
11/11/2024 | 0.48% | 10.47 CHF | 10.52 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 31,524 CHF | 31,677 CHF | 100.00% | 100.00% |
08/11/2024 | 0.51% | 10.42 CHF | 10.47 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 30,952 CHF | 31,109 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 10.85 CHF | 10.90 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 32,716 CHF | 32,870 CHF | 100.00% | 100.00% |