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 | 1.02% | 6.72 CHF | 6.79 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 33,709 CHF | 34,054 CHF | 100.00% | 100.00% |
19/11/2024 | 1.02% | 6.66 CHF | 6.73 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 33,211 CHF | 33,551 CHF | 100.00% | 100.00% |
18/11/2024 | 1.04% | 6.66 CHF | 6.73 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 33,215 CHF | 33,561 CHF | 100.00% | 100.00% |
15/11/2024 | 1.01% | 6.66 CHF | 6.73 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 34,068 CHF | 34,412 CHF | 100.00% | 100.00% |
14/11/2024 | 1.02% | 7.07 CHF | 7.14 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 35,564 CHF | 35,931 CHF | 100.00% | 100.00% |
13/11/2024 | 1.09% | 7.11 CHF | 7.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 35,570 CHF | 35,961 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 7.16 CHF | 7.23 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 36,082 CHF | 36,449 CHF | 100.00% | 100.00% |
11/11/2024 | 1.06% | 7.28 CHF | 7.35 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 36,487 CHF | 36,877 CHF | 100.00% | 100.00% |
08/11/2024 | 1.05% | 7.24 CHF | 7.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 35,961 CHF | 36,342 CHF | 100.00% | 100.00% |
07/11/2024 | 1.05% | 7.24 CHF | 7.31 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 36,313 CHF | 36,697 CHF | 100.00% | 100.00% |