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 | 0.25% | 5.59 CHF | 5.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,159 CHF | 57,304 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 5.66 CHF | 5.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,407 CHF | 57,556 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 5.69 CHF | 5.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,058 CHF | 57,204 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 5.69 CHF | 5.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,637 CHF | 57,802 CHF | 100.00% | 100.00% |
14/11/2024 | 0.27% | 6.60 CHF | 6.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,671 CHF | 64,848 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 6.49 CHF | 6.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 65,739 CHF | 65,919 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 6.78 CHF | 6.79 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 67,979 CHF | 68,165 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 7.02 CHF | 7.04 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 70,726 CHF | 70,912 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 7.03 CHF | 7.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 71,067 CHF | 71,254 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 6.97 CHF | 6.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 70,066 CHF | 70,254 CHF | 100.00% | 100.00% |