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 | 0.31% | 9.86 CHF | 9.87 CHF | 44,000 | 44,000 | 19,614 | 19,614 | 195,064 CHF | 195,522 CHF | 99.03% | 99.03% |
19/11/2024 | 0.31% | 9.93 CHF | 9.94 CHF | 44,000 | 44,000 | 19,743 | 19,743 | 195,777 CHF | 196,235 CHF | 99.66% | 99.66% |
18/11/2024 | 0.31% | 9.96 CHF | 9.97 CHF | 44,000 | 44,000 | 19,680 | 19,680 | 195,185 CHF | 195,643 CHF | 99.78% | 99.78% |
15/11/2024 | 0.32% | 9.96 CHF | 9.97 CHF | 44,000 | 44,000 | 19,666 | 19,666 | 194,256 CHF | 194,714 CHF | 99.72% | 99.72% |
14/11/2024 | 0.31% | 9.96 CHF | 9.97 CHF | 44,000 | 44,000 | 19,737 | 19,737 | 196,554 CHF | 197,011 CHF | 98.57% | 98.57% |
13/11/2024 | 0.32% | 9.88 CHF | 9.89 CHF | 44,000 | 44,000 | 19,719 | 19,719 | 194,430 CHF | 194,888 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 9.87 CHF | 9.88 CHF | 44,000 | 44,000 | 19,792 | 19,792 | 195,210 CHF | 195,668 CHF | 99.16% | 99.16% |
11/11/2024 | 0.32% | 9.90 CHF | 9.91 CHF | 44,000 | 44,000 | 19,675 | 19,675 | 193,903 CHF | 194,361 CHF | 99.76% | 99.76% |
08/11/2024 | 0.32% | 9.75 CHF | 9.76 CHF | 44,000 | 44,000 | 19,968 | 19,968 | 192,563 CHF | 193,027 CHF | 99.05% | 99.05% |
07/11/2024 | 0.32% | 9.53 CHF | 9.54 CHF | 46,000 | 46,000 | 19,925 | 19,925 | 192,015 CHF | 192,475 CHF | 99.88% | 99.88% |