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 | 0.67% | 10.37 CHF | 10.44 CHF | 19,286 | 19,157 | 19,277 | 19,148 | 199,995 CHF | 199,995 CHF | 99.98% | 99.98% |
19/11/2024 | 0.69% | 10.36 CHF | 10.43 CHF | 19,305 | 19,175 | 19,209 | 19,078 | 199,995 CHF | 199,994 CHF | 99.93% | 99.93% |
18/11/2024 | 0.76% | 10.56 CHF | 10.64 CHF | 18,439 | 18,771 | 19,012 | 18,859 | 199,832 CHF | 199,729 CHF | 99.95% | 99.95% |
15/11/2024 | 0.75% | 10.65 CHF | 10.73 CHF | 17,827 | 18,639 | 18,242 | 18,607 | 194,606 CHF | 199,994 CHF | 99.93% | 99.93% |
14/11/2024 | 0.75% | 10.63 CHF | 10.71 CHF | 18,765 | 18,674 | 18,845 | 18,753 | 199,469 CHF | 199,995 CHF | 99.89% | 99.89% |
13/11/2024 | 0.76% | 10.56 CHF | 10.64 CHF | 18,925 | 18,728 | 18,938 | 18,800 | 199,900 CHF | 199,945 CHF | 99.94% | 99.94% |
12/11/2024 | 0.74% | 10.58 CHF | 10.66 CHF | 18,695 | 18,756 | 18,539 | 18,494 | 198,989 CHF | 199,985 CHF | 99.92% | 99.92% |
11/11/2024 | 0.76% | 10.84 CHF | 10.92 CHF | 18,290 | 18,315 | 18,351 | 17,689 | 199,702 CHF | 193,968 CHF | 99.93% | 99.93% |
08/11/2024 | 0.74% | 10.79 CHF | 10.87 CHF | 18,535 | 18,399 | 18,435 | 18,300 | 199,997 CHF | 199,995 CHF | 99.90% | 99.90% |
07/11/2024 | 0.79% | 10.92 CHF | 11.01 CHF | 18,315 | 18,165 | 18,286 | 18,197 | 199,401 CHF | 199,995 CHF | 99.97% | 99.97% |