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 | 0.09% | 11.06 CHF | 11.07 CHF | 64,700 | 64,700 | 64,459 | 64,459 | 706,098 CHF | 706,743 CHF | 100.00% | 100.00% |
19/11/2024 | 0.09% | 10.96 CHF | 10.97 CHF | 64,300 | 64,300 | 64,962 | 64,962 | 714,409 CHF | 715,059 CHF | 100.00% | 100.00% |
18/11/2024 | 0.09% | 10.87 CHF | 10.88 CHF | 65,400 | 65,400 | 65,883 | 65,883 | 715,507 CHF | 716,166 CHF | 100.00% | 100.00% |
15/11/2024 | 0.09% | 10.86 CHF | 10.87 CHF | 66,300 | 66,300 | 65,819 | 65,819 | 709,375 CHF | 710,033 CHF | 100.00% | 100.00% |
14/11/2024 | 0.09% | 10.79 CHF | 10.80 CHF | 65,500 | 65,500 | 65,620 | 65,620 | 711,600 CHF | 712,257 CHF | 99.91% | 99.91% |
13/11/2024 | 0.09% | 10.95 CHF | 10.96 CHF | 65,700 | 65,700 | 65,277 | 65,277 | 706,834 CHF | 707,487 CHF | 100.00% | 100.00% |
12/11/2024 | 0.09% | 10.88 CHF | 10.89 CHF | 65,000 | 65,000 | 65,301 | 65,301 | 709,602 CHF | 710,255 CHF | 100.00% | 100.00% |
11/11/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 65,500 | 65,500 | 65,862 | 65,862 | 711,804 CHF | 712,462 CHF | 100.00% | 100.00% |
08/11/2024 | 0.09% | 10.79 CHF | 10.80 CHF | 66,200 | 66,200 | 66,924 | 66,924 | 718,549 CHF | 719,219 CHF | 100.00% | 100.00% |
07/11/2024 | 0.09% | 10.63 CHF | 10.64 CHF | 67,400 | 67,400 | 66,198 | 66,198 | 700,382 CHF | 701,044 CHF | 100.00% | 100.00% |