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% | 9.83 CHF | 9.84 CHF | 44,000 | 44,000 | 19,715 | 19,715 | 195,506 CHF | 195,964 CHF | 99.40% | 99.40% |
19/11/2024 | 0.31% | 9.90 CHF | 9.91 CHF | 44,000 | 44,000 | 19,756 | 19,756 | 195,354 CHF | 195,811 CHF | 99.00% | 99.00% |
18/11/2024 | 0.32% | 9.93 CHF | 9.94 CHF | 44,000 | 44,000 | 19,696 | 19,696 | 194,783 CHF | 195,241 CHF | 99.87% | 99.87% |
15/11/2024 | 0.32% | 9.93 CHF | 9.94 CHF | 44,000 | 44,000 | 19,665 | 19,665 | 193,676 CHF | 194,134 CHF | 99.72% | 99.72% |
14/11/2024 | 0.31% | 9.93 CHF | 9.94 CHF | 44,000 | 44,000 | 19,737 | 19,737 | 195,985 CHF | 196,441 CHF | 98.53% | 98.53% |
13/11/2024 | 0.32% | 9.85 CHF | 9.86 CHF | 44,000 | 44,000 | 19,775 | 19,775 | 194,414 CHF | 194,872 CHF | 99.30% | 99.30% |
12/11/2024 | 0.32% | 9.84 CHF | 9.85 CHF | 44,000 | 44,000 | 19,753 | 19,753 | 194,256 CHF | 194,714 CHF | 98.21% | 98.21% |
11/11/2024 | 0.32% | 9.88 CHF | 9.89 CHF | 44,000 | 44,000 | 19,675 | 19,675 | 193,343 CHF | 193,801 CHF | 99.76% | 99.76% |
08/11/2024 | 0.32% | 9.73 CHF | 9.74 CHF | 44,000 | 44,000 | 19,967 | 19,967 | 191,976 CHF | 192,440 CHF | 99.04% | 99.04% |
07/11/2024 | 0.32% | 9.50 CHF | 9.51 CHF | 46,000 | 46,000 | 19,957 | 19,957 | 191,738 CHF | 192,198 CHF | 99.52% | 99.52% |