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 | 0.22% | 9.05 CHF | 9.07 CHF | 57,000 | 57,000 | 56,300 | 56,300 | 512,366 CHF | 513,492 CHF | 99.44% | 99.44% |
19/11/2024 | 0.22% | 9.03 CHF | 9.05 CHF | 57,000 | 57,000 | 56,857 | 56,857 | 515,020 CHF | 516,157 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 9.09 CHF | 9.11 CHF | 57,000 | 57,000 | 56,997 | 56,997 | 515,516 CHF | 516,656 CHF | 99.88% | 99.88% |
15/11/2024 | 0.22% | 9.03 CHF | 9.05 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 513,066 CHF | 514,206 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 8.97 CHF | 8.99 CHF | 57,000 | 57,000 | 57,610 | 57,610 | 512,996 CHF | 514,148 CHF | 98.56% | 98.56% |
13/11/2024 | 0.23% | 8.83 CHF | 8.85 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 511,442 CHF | 512,602 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 8.73 CHF | 8.75 CHF | 59,000 | 59,000 | 58,044 | 58,044 | 511,352 CHF | 512,513 CHF | 99.90% | 99.90% |
11/11/2024 | 0.22% | 8.92 CHF | 8.94 CHF | 57,000 | 57,000 | 57,635 | 57,635 | 513,478 CHF | 514,631 CHF | 100.00% | 100.00% |
08/11/2024 | 0.23% | 8.78 CHF | 8.80 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 509,857 CHF | 511,017 CHF | 98.30% | 98.30% |
07/11/2024 | 0.22% | 8.89 CHF | 8.91 CHF | 58,000 | 58,000 | 57,549 | 57,549 | 512,907 CHF | 514,058 CHF | 100.00% | 100.00% |