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 | 1.01% | 10.29 CHF | 10.40 CHF | 100 | 100 | 100 | 100 | 1,036 CHF | 1,046 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 10.30 CHF | 10.40 CHF | 100 | 100 | 100 | 100 | 1,025 CHF | 1,035 CHF | 100.00% | 100.00% |
18/11/2024 | 1.02% | 10.38 CHF | 10.48 CHF | 100 | 100 | 100 | 100 | 1,035 CHF | 1,046 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 10.36 CHF | 10.47 CHF | 100 | 100 | 100 | 100 | 1,045 CHF | 1,056 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 10.50 CHF | 10.61 CHF | 100 | 100 | 100 | 100 | 1,041 CHF | 1,052 CHF | 100.00% | 100.00% |
13/11/2024 | 1.01% | 10.35 CHF | 10.46 CHF | 100 | 100 | 100 | 100 | 1,038 CHF | 1,048 CHF | 100.00% | 100.00% |
12/11/2024 | 1.01% | 10.36 CHF | 10.47 CHF | 100 | 100 | 100 | 100 | 1,047 CHF | 1,058 CHF | 100.00% | 100.00% |
11/11/2024 | 0.99% | 10.60 CHF | 10.70 CHF | 100 | 100 | 100 | 100 | 1,060 CHF | 1,070 CHF | 100.00% | 100.00% |
08/11/2024 | 1.03% | 10.44 CHF | 10.55 CHF | 100 | 100 | 100 | 100 | 1,045 CHF | 1,056 CHF | 100.00% | 100.00% |
07/11/2024 | 1.02% | 10.54 CHF | 10.65 CHF | 100 | 100 | 100 | 100 | 1,054 CHF | 1,065 CHF | 100.00% | 100.00% |