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 | 0.20% | 10.11 CHF | 10.13 CHF | 36,300 | 36,300 | 36,059 | 36,059 | 357,402 CHF | 358,123 CHF | 100.00% | 100.00% |
19/11/2024 | 0.20% | 9.93 CHF | 9.95 CHF | 35,900 | 35,900 | 36,622 | 36,622 | 365,849 CHF | 366,581 CHF | 100.00% | 100.00% |
18/11/2024 | 0.21% | 9.75 CHF | 9.77 CHF | 37,100 | 37,100 | 37,583 | 37,583 | 366,210 CHF | 366,962 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 9.75 CHF | 9.77 CHF | 37,900 | 37,900 | 37,479 | 37,479 | 359,711 CHF | 360,460 CHF | 100.00% | 100.00% |
14/11/2024 | 0.21% | 9.61 CHF | 9.63 CHF | 37,200 | 37,200 | 37,260 | 37,260 | 362,049 CHF | 362,794 CHF | 99.91% | 99.91% |
13/11/2024 | 0.21% | 9.90 CHF | 9.92 CHF | 37,300 | 37,300 | 36,877 | 36,877 | 357,279 CHF | 358,016 CHF | 100.00% | 100.00% |
12/11/2024 | 0.20% | 9.78 CHF | 9.80 CHF | 36,600 | 36,600 | 36,901 | 36,901 | 360,090 CHF | 360,828 CHF | 100.00% | 100.00% |
11/11/2024 | 0.21% | 9.68 CHF | 9.70 CHF | 37,100 | 37,100 | 37,522 | 37,522 | 362,201 CHF | 362,951 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 9.62 CHF | 9.64 CHF | 37,800 | 37,800 | 38,524 | 38,524 | 367,033 CHF | 367,803 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 9.34 CHF | 9.36 CHF | 39,000 | 39,000 | 37,798 | 37,798 | 349,720 CHF | 350,476 CHF | 100.00% | 100.00% |