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 | 0.22% | 9.08 CHF | 9.10 CHF | 16,927 | 16,927 | 16,866 | 16,866 | 151,758 CHF | 152,096 CHF | 100.00% | 100.00% |
19/11/2024 | 0.22% | 9.10 CHF | 9.12 CHF | 17,005 | 17,005 | 16,723 | 16,723 | 154,847 CHF | 155,182 CHF | 98.70% | 98.70% |
18/11/2024 | 0.23% | 9.21 CHF | 9.23 CHF | 16,931 | 16,931 | 16,945 | 16,945 | 150,954 CHF | 151,294 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 8.64 CHF | 8.66 CHF | 17,277 | 17,277 | 17,309 | 17,309 | 149,537 CHF | 149,883 CHF | 70.78% | 70.78% |
14/11/2024 | 0.25% | 8.53 CHF | 8.55 CHF | 17,388 | 17,388 | 17,390 | 17,390 | 142,613 CHF | 142,961 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 8.78 CHF | 8.80 CHF | 17,207 | 17,207 | 17,029 | 17,029 | 151,731 CHF | 152,072 CHF | 99.90% | 99.90% |
12/11/2024 | 0.24% | 8.63 CHF | 8.65 CHF | 17,360 | 17,360 | 17,267 | 17,267 | 147,433 CHF | 147,779 CHF | 100.00% | 100.00% |
11/11/2024 | 0.22% | 8.53 CHF | 8.55 CHF | 17,476 | 17,476 | 16,997 | 16,997 | 153,929 CHF | 154,269 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 9.28 CHF | 9.30 CHF | 17,108 | 17,108 | 16,927 | 16,927 | 158,901 CHF | 159,240 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 9.62 CHF | 9.64 CHF | 16,994 | 16,994 | 17,033 | 17,033 | 157,863 CHF | 158,204 CHF | 100.00% | 100.00% |