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 | 0.36% | 10.08 CHF | 10.12 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 51,641 CHF | 51,827 CHF | 100.00% | 100.00% |
19/11/2024 | 0.40% | 10.50 CHF | 10.54 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 50,283 CHF | 50,482 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 11.76 CHF | 11.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 58,685 CHF | 58,889 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 11.89 CHF | 11.94 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 48,661 CHF | 48,826 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 12.40 CHF | 12.43 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 59,967 CHF | 60,126 CHF | 99.98% | 99.98% |
13/11/2024 | 0.29% | 10.81 CHF | 10.84 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 54,750 CHF | 54,910 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 11.19 CHF | 11.22 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 46,606 CHF | 46,742 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 12.50 CHF | 12.54 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 59,991 CHF | 60,152 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 11.26 CHF | 11.30 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 46,606 CHF | 46,752 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 14.03 CHF | 14.07 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 56,116 CHF | 56,259 CHF | 100.00% | 100.00% |