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 | 0.34% | 9.83 CHF | 9.85 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 98,729 CHF | 99,057 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 9.85 CHF | 9.87 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 98,478 CHF | 98,774 CHF | 98.87% | 98.87% |
18/11/2024 | 0.24% | 10.10 CHF | 10.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 98,568 CHF | 98,808 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 9.98 CHF | 10.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 100,779 CHF | 101,265 CHF | 71.82% | 71.82% |
14/11/2024 | 0.46% | 10.15 CHF | 10.20 CHF | 10,000 | 10,000 | 9,536 | 9,536 | 96,712 CHF | 97,155 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 9.71 CHF | 9.73 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 96,788 CHF | 96,986 CHF | 99.35% | 99.35% |
12/11/2024 | 0.20% | 9.74 CHF | 9.76 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 97,896 CHF | 98,095 CHF | 100.00% | 100.00% |
11/11/2024 | 0.50% | 10.05 CHF | 10.10 CHF | 10,000 | 10,000 | 9,897 | 9,897 | 100,049 CHF | 100,545 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 10.10 CHF | 10.15 CHF | 10,000 | 10,000 | 9,666 | 9,666 | 98,396 CHF | 98,880 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 10.35 CHF | 10.40 CHF | 9,000 | 9,000 | 9,037 | 9,037 | 94,173 CHF | 94,625 CHF | 100.00% | 100.00% |