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 | 0.27% | 8.06 CHF | 8.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 41,013 CHF | 41,123 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 8.11 CHF | 8.14 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 41,227 CHF | 41,339 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 8.61 CHF | 8.64 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 42,328 CHF | 42,437 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 8.30 CHF | 8.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 41,550 CHF | 41,657 CHF | 98.91% | 98.91% |
14/11/2024 | 0.25% | 8.02 CHF | 8.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,572 CHF | 39,671 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 7.16 CHF | 7.17 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 35,572 CHF | 35,669 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.01 CHF | 7.03 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 36,735 CHF | 36,837 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 7.57 CHF | 7.59 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,674 CHF | 38,777 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 7.58 CHF | 7.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,817 CHF | 39,927 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 8.48 CHF | 8.51 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,039 CHF | 43,147 CHF | 100.00% | 100.00% |