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 | 0.11% | 9.44 CHF | 9.45 CHF | 15,540 | 15,540 | 15,327 | 15,327 | 141,970 CHF | 142,123 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 15,520 | 15,520 | 15,342 | 15,342 | 142,862 CHF | 143,016 CHF | 98.97% | 98.97% |
18/11/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 15,400 | 15,400 | 15,204 | 15,204 | 136,930 CHF | 137,082 CHF | 100.00% | 100.00% |
15/11/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 15,270 | 15,270 | 15,225 | 15,225 | 133,275 CHF | 133,427 CHF | 72.07% | 72.07% |
14/11/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 14,890 | 14,890 | 14,793 | 14,793 | 122,748 CHF | 122,896 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 8.12 CHF | 8.13 CHF | 14,790 | 14,790 | 14,646 | 14,646 | 117,642 CHF | 117,789 CHF | 98.58% | 98.58% |
12/11/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 14,840 | 14,840 | 14,664 | 14,664 | 118,509 CHF | 118,656 CHF | 99.69% | 99.69% |
11/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 14,660 | 14,660 | 14,528 | 14,528 | 113,416 CHF | 113,562 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 8.13 CHF | 8.14 CHF | 14,850 | 14,850 | 14,675 | 14,675 | 117,808 CHF | 117,954 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 14,700 | 14,700 | 14,610 | 14,610 | 114,171 CHF | 114,317 CHF | 100.00% | 100.00% |