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 | 0.75% | 7.86 CHF | 7.92 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,660 CHF | 39,957 CHF | 99.94% | 99.94% |
19/11/2024 | 0.71% | 7.92 CHF | 7.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,558 CHF | 39,840 CHF | 100.00% | 100.00% |
18/11/2024 | 0.79% | 8.06 CHF | 8.12 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,268 CHF | 40,589 CHF | 100.00% | 100.00% |
15/11/2024 | 0.83% | 8.14 CHF | 8.21 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,955 CHF | 41,294 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 8.14 CHF | 8.21 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,402 CHF | 40,724 CHF | 100.00% | 100.00% |
13/11/2024 | 0.78% | 7.99 CHF | 8.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,114 CHF | 40,428 CHF | 100.00% | 100.00% |
12/11/2024 | 0.77% | 7.98 CHF | 8.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,432 CHF | 40,744 CHF | 100.00% | 100.00% |
11/11/2024 | 0.78% | 8.20 CHF | 8.27 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 41,074 CHF | 41,396 CHF | 100.00% | 100.00% |
08/11/2024 | 0.80% | 8.09 CHF | 8.16 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,667 CHF | 40,995 CHF | 100.00% | 100.00% |
07/11/2024 | 0.79% | 8.20 CHF | 8.27 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,950 CHF | 41,275 CHF | 100.00% | 100.00% |