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 | 0.11% | 9.52 CHF | 9.53 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 169,618 CHF | 169,797 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.50 CHF | 9.51 CHF | 18,000 | 18,000 | 17,827 | 17,827 | 168,428 CHF | 168,607 CHF | 98.86% | 98.86% |
18/11/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 18,000 | 18,000 | 18,092 | 18,092 | 167,285 CHF | 167,466 CHF | 100.00% | 100.00% |
15/11/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 18,500 | 18,500 | 18,500 | 18,500 | 170,822 CHF | 171,007 CHF | 71.91% | 71.91% |
14/11/2024 | 0.11% | 9.49 CHF | 9.50 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 168,125 CHF | 168,304 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 18,000 | 18,000 | 17,835 | 17,835 | 167,474 CHF | 167,653 CHF | 99.27% | 99.27% |
12/11/2024 | 0.10% | 9.64 CHF | 9.65 CHF | 18,000 | 18,000 | 17,479 | 17,479 | 169,793 CHF | 169,968 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 171,810 CHF | 171,983 CHF | 100.00% | 100.00% |
08/11/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 18,000 | 18,000 | 17,735 | 17,735 | 172,236 CHF | 172,414 CHF | 100.00% | 100.00% |
07/11/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 18,000 | 18,000 | 17,708 | 17,708 | 172,912 CHF | 173,089 CHF | 100.00% | 100.00% |