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 | 0.51% | 9.98 CHF | 10.03 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 40,702 CHF | 40,911 CHF | 100.00% | 100.00% |
19/11/2024 | 0.52% | 10.49 CHF | 10.55 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 41,472 CHF | 41,686 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 10.51 CHF | 10.56 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 41,523 CHF | 41,729 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 10.17 CHF | 10.22 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 40,775 CHF | 40,988 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 10.73 CHF | 10.78 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 40,844 CHF | 41,049 CHF | 100.00% | 100.00% |
13/11/2024 | 0.54% | 9.56 CHF | 9.61 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 37,396 CHF | 37,598 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 9.27 CHF | 9.32 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 38,321 CHF | 38,531 CHF | 100.00% | 100.00% |
11/11/2024 | 0.53% | 9.90 CHF | 9.95 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 40,660 CHF | 40,877 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 10.15 CHF | 10.21 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 41,453 CHF | 41,675 CHF | 100.00% | 100.00% |
07/11/2024 | 0.50% | 10.58 CHF | 10.63 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 43,382 CHF | 43,598 CHF | 100.00% | 100.00% |