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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.26% | 9.93 CHF | 9.95 CHF | 32,300 | 32,300 | 17,854 | 17,854 | 175,914 CHF | 176,341 CHF | 100.00% | 100.00% |
20/11/2024 | 0.24% | 9.25 CHF | 9.26 CHF | 33,300 | 33,300 | 18,119 | 18,119 | 172,734 CHF | 173,094 CHF | 99.72% | 99.72% |
19/11/2024 | 0.25% | 9.86 CHF | 9.87 CHF | 33,000 | 33,000 | 18,268 | 18,268 | 174,392 CHF | 174,755 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 9.73 CHF | 9.74 CHF | 34,700 | 34,700 | 19,152 | 19,152 | 177,795 CHF | 178,179 CHF | 99.37% | 99.37% |
15/11/2024 | 0.28% | 8.99 CHF | 9.01 CHF | 33,100 | 33,100 | 18,204 | 18,204 | 167,499 CHF | 167,934 CHF | 99.86% | 99.86% |
14/11/2024 | 0.26% | 9.43 CHF | 9.44 CHF | 34,900 | 34,900 | 19,192 | 19,192 | 175,507 CHF | 175,889 CHF | 99.35% | 99.35% |
13/11/2024 | 0.27% | 8.88 CHF | 8.89 CHF | 35,900 | 35,900 | 19,745 | 19,745 | 173,262 CHF | 173,655 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 9.08 CHF | 9.09 CHF | 35,800 | 35,800 | 19,699 | 19,699 | 174,223 CHF | 174,615 CHF | 100.00% | 100.00% |
11/11/2024 | 0.25% | 8.61 CHF | 8.62 CHF | 34,000 | 34,000 | 18,527 | 18,527 | 167,767 CHF | 168,137 CHF | 98.29% | 98.29% |
08/11/2024 | 0.25% | 9.33 CHF | 9.34 CHF | 33,800 | 33,800 | 18,523 | 18,523 | 175,873 CHF | 176,242 CHF | 100.00% | 100.00% |