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 | 0.10% | 10.77 CHF | 10.78 CHF | 93,500 | 93,500 | 94,159 | 94,159 | 981,736 CHF | 982,678 CHF | 99.44% | 99.44% |
19/11/2024 | 0.10% | 10.02 CHF | 10.03 CHF | 94,600 | 94,600 | 93,156 | 93,156 | 950,991 CHF | 951,922 CHF | 100.00% | 100.00% |
18/11/2024 | 0.10% | 10.25 CHF | 10.26 CHF | 92,200 | 92,200 | 93,875 | 93,875 | 976,802 CHF | 977,741 CHF | 98.77% | 98.77% |
15/11/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 95,000 | 95,000 | 92,867 | 92,867 | 961,110 CHF | 962,039 CHF | 98.67% | 98.67% |
14/11/2024 | 0.09% | 10.28 CHF | 10.29 CHF | 91,500 | 91,500 | 96,782 | 96,782 | 1,027,740 CHF | 1,028,710 CHF | 100.00% | 100.00% |
13/11/2024 | 0.10% | 10.22 CHF | 10.23 CHF | 100,300 | 100,300 | 99,638 | 99,640 | 978,902 CHF | 979,915 CHF | 100.00% | 100.00% |
12/11/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 99,200 | 99,200 | 101,243 | 101,243 | 988,565 CHF | 989,577 CHF | 99.80% | 99.80% |
11/11/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 102,600 | 102,600 | 110,342 | 110,342 | 1,032,640 CHF | 1,033,740 CHF | 99.73% | 99.73% |
08/11/2024 | 0.12% | 8.75 CHF | 8.76 CHF | 115,400 | 115,400 | 115,639 | 115,639 | 976,226 CHF | 977,382 CHF | 99.15% | 99.15% |
07/11/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 115,800 | 115,800 | 110,149 | 110,149 | 925,761 CHF | 926,862 CHF | 99.96% | 99.96% |