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 | 0.29% | 12.71 CHF | 12.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 66,066 CHF | 66,260 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 12.53 CHF | 12.57 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 63,480 CHF | 63,686 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 13.96 CHF | 14.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 68,525 CHF | 68,732 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 13.77 CHF | 13.81 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 69,633 CHF | 69,837 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 13.66 CHF | 13.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 66,422 CHF | 66,607 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 12.62 CHF | 12.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 63,177 CHF | 63,360 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 12.05 CHF | 12.10 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 54,079 CHF | 54,250 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 15.25 CHF | 15.29 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 62,640 CHF | 62,811 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 15.19 CHF | 15.24 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 62,264 CHF | 62,455 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 18.01 CHF | 18.05 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 69,084 CHF | 69,263 CHF | 100.00% | 100.00% |