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 | 0.49% | 10.40 CHF | 10.45 CHF | 75,000 | 68,571 | 74,338 | 67,972 | 765,228 CHF | 703,099 CHF | 99.83% | 99.83% |
20/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 75,000 | 68,571 | 74,295 | 67,931 | 717,381 CHF | 656,610 CHF | 100.00% | 100.00% |
19/11/2024 | 0.10% | 9.57 CHF | 9.58 CHF | 75,000 | 68,571 | 74,286 | 67,922 | 715,004 CHF | 654,437 CHF | 98.66% | 98.66% |
18/11/2024 | 0.11% | 9.50 CHF | 9.51 CHF | 75,000 | 68,571 | 74,298 | 67,931 | 696,834 CHF | 637,798 CHF | 100.00% | 100.00% |
15/11/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 75,000 | 68,571 | 75,000 | 68,571 | 685,511 CHF | 627,435 CHF | 70.92% | 70.92% |
14/11/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 75,000 | 68,571 | 74,295 | 67,932 | 671,482 CHF | 614,652 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.41 CHF | 9.42 CHF | 75,000 | 68,571 | 74,297 | 67,934 | 702,056 CHF | 642,611 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 75,000 | 68,571 | 74,296 | 67,934 | 697,252 CHF | 638,227 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.49 CHF | 9.50 CHF | 75,000 | 68,571 | 74,296 | 67,934 | 728,173 CHF | 666,494 CHF | 100.00% | 100.00% |
08/11/2024 | 0.50% | 10.05 CHF | 10.10 CHF | 75,000 | 68,571 | 74,296 | 67,934 | 746,625 CHF | 686,062 CHF | 100.00% | 100.00% |