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% | 12.50 CHF | 12.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 62,762 CHF | 63,387 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 12.50 CHF | 12.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 62,567 CHF | 63,198 CHF | 100.00% | 100.00% |
18/11/2024 | 0.98% | 12.65 CHF | 12.77 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 63,220 CHF | 63,844 CHF | 100.00% | 100.00% |
15/11/2024 | 0.98% | 12.68 CHF | 12.81 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 63,585 CHF | 64,212 CHF | 100.00% | 100.00% |
14/11/2024 | 1.01% | 12.85 CHF | 12.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 65,009 CHF | 65,668 CHF | 100.00% | 100.00% |
13/11/2024 | 0.96% | 12.97 CHF | 13.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 64,401 CHF | 65,025 CHF | 100.00% | 100.00% |
12/11/2024 | 0.99% | 12.88 CHF | 13.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 64,639 CHF | 65,283 CHF | 100.00% | 100.00% |
11/11/2024 | 0.97% | 12.96 CHF | 13.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 64,501 CHF | 65,126 CHF | 100.00% | 100.00% |
08/11/2024 | 0.96% | 12.77 CHF | 12.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 63,205 CHF | 63,812 CHF | 100.00% | 100.00% |
07/11/2024 | 1.00% | 12.66 CHF | 12.78 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 63,934 CHF | 64,573 CHF | 100.00% | 100.00% |