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 | 0.33% | 9.31 CHF | 9.34 CHF | 16,930 | 16,930 | 16,867 | 16,867 | 155,687 CHF | 156,194 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 9.33 CHF | 9.36 CHF | 17,007 | 17,007 | 16,723 | 16,723 | 158,729 CHF | 159,231 CHF | 98.70% | 98.70% |
18/11/2024 | 0.33% | 9.44 CHF | 9.47 CHF | 16,934 | 16,934 | 16,944 | 16,944 | 154,900 CHF | 155,408 CHF | 100.00% | 100.00% |
15/11/2024 | 0.34% | 8.87 CHF | 8.90 CHF | 17,274 | 17,274 | 17,309 | 17,309 | 153,571 CHF | 154,091 CHF | 70.93% | 70.93% |
14/11/2024 | 0.36% | 8.76 CHF | 8.79 CHF | 17,391 | 17,391 | 17,390 | 17,390 | 146,674 CHF | 147,196 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 9.01 CHF | 9.04 CHF | 17,209 | 17,209 | 17,029 | 17,029 | 155,687 CHF | 156,198 CHF | 99.89% | 99.89% |
12/11/2024 | 0.34% | 8.86 CHF | 8.89 CHF | 17,360 | 17,360 | 17,267 | 17,267 | 151,442 CHF | 151,961 CHF | 100.00% | 100.00% |
11/11/2024 | 0.33% | 8.77 CHF | 8.80 CHF | 17,471 | 17,471 | 16,998 | 16,998 | 157,859 CHF | 158,370 CHF | 100.00% | 100.00% |
08/11/2024 | 0.31% | 9.51 CHF | 9.54 CHF | 17,108 | 17,108 | 16,927 | 16,927 | 162,782 CHF | 163,290 CHF | 100.00% | 100.00% |
07/11/2024 | 0.32% | 9.85 CHF | 9.88 CHF | 16,994 | 16,994 | 17,033 | 17,033 | 161,778 CHF | 162,289 CHF | 100.00% | 100.00% |