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 | 0.99% | 11.39 CHF | 11.51 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,271 CHF | 57,843 CHF | 100.00% | 100.00% |
19/11/2024 | 1.02% | 11.34 CHF | 11.46 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,661 CHF | 57,239 CHF | 100.00% | 100.00% |
18/11/2024 | 1.05% | 11.43 CHF | 11.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,942 CHF | 57,541 CHF | 100.00% | 100.00% |
15/11/2024 | 0.99% | 11.43 CHF | 11.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,266 CHF | 57,839 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 11.54 CHF | 11.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 58,212 CHF | 58,805 CHF | 100.00% | 100.00% |
13/11/2024 | 1.02% | 11.57 CHF | 11.68 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,652 CHF | 58,242 CHF | 100.00% | 100.00% |
12/11/2024 | 1.03% | 11.57 CHF | 11.69 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,722 CHF | 58,319 CHF | 100.00% | 100.00% |
11/11/2024 | 1.00% | 11.59 CHF | 11.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 57,840 CHF | 58,424 CHF | 100.00% | 100.00% |
08/11/2024 | 1.02% | 11.43 CHF | 11.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,635 CHF | 57,215 CHF | 100.00% | 100.00% |
07/11/2024 | 1.03% | 11.32 CHF | 11.43 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,709 CHF | 57,295 CHF | 100.00% | 100.00% |