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 | 0.15% | 10.09 CHF | 10.10 CHF | 82,000 | 82,000 | 40,053 | 40,053 | 409,411 CHF | 409,964 CHF | 99.89% | 99.89% |
19/11/2024 | 0.15% | 10.13 CHF | 10.14 CHF | 82,000 | 82,000 | 40,111 | 40,111 | 407,368 CHF | 407,922 CHF | 99.99% | 99.99% |
18/11/2024 | 0.15% | 10.33 CHF | 10.34 CHF | 81,000 | 81,000 | 39,437 | 39,437 | 400,654 CHF | 401,206 CHF | 99.66% | 99.66% |
15/11/2024 | 0.15% | 9.96 CHF | 9.97 CHF | 83,000 | 83,000 | 40,285 | 40,285 | 406,676 CHF | 407,232 CHF | 99.98% | 99.98% |
14/11/2024 | 0.15% | 10.31 CHF | 10.32 CHF | 81,000 | 81,000 | 38,549 | 38,549 | 401,083 CHF | 401,612 CHF | 99.95% | 99.95% |
13/11/2024 | 0.15% | 10.48 CHF | 10.49 CHF | 80,000 | 80,000 | 38,781 | 38,781 | 409,963 CHF | 410,499 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 10.66 CHF | 10.67 CHF | 79,000 | 79,000 | 37,760 | 37,760 | 407,783 CHF | 408,303 CHF | 99.99% | 99.99% |
11/11/2024 | 0.14% | 10.89 CHF | 10.90 CHF | 77,000 | 77,000 | 37,181 | 37,181 | 405,468 CHF | 405,979 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 11.03 CHF | 11.04 CHF | 77,000 | 77,000 | 36,576 | 36,576 | 403,393 CHF | 403,895 CHF | 99.74% | 99.74% |
07/11/2024 | 0.14% | 10.91 CHF | 10.92 CHF | 77,000 | 77,000 | 38,173 | 38,173 | 413,532 CHF | 414,062 CHF | 99.95% | 99.95% |