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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.67% | 9.84 CHF | 9.90 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 20,784 CHF | 20,925 CHF | 100.00% | 100.00% |
22/11/2024 | 0.48% | 13.47 CHF | 13.53 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 26,797 CHF | 26,925 CHF | 99.27% | 99.27% |
20/11/2024 | 0.40% | 15.56 CHF | 15.62 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 31,787 CHF | 31,915 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 14.65 CHF | 14.72 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 28,431 CHF | 28,576 CHF | 97.99% | 97.99% |
18/11/2024 | 0.41% | 17.93 CHF | 18.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 36,845 CHF | 36,996 CHF | 100.00% | 100.00% |
15/11/2024 | 0.42% | 18.86 CHF | 18.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 20,598 CHF | 20,685 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 22.49 CHF | 22.56 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 41,251 CHF | 41,399 CHF | 99.97% | 99.97% |
13/11/2024 | 0.36% | 18.96 CHF | 19.03 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 38,432 CHF | 38,570 CHF | 100.00% | 100.00% |
12/11/2024 | 0.39% | 18.02 CHF | 18.09 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,132 CHF | 39,283 CHF | 100.00% | 100.00% |
11/11/2024 | 0.36% | 19.68 CHF | 19.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 38,076 CHF | 38,214 CHF | 100.00% | 100.00% |