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 | 0.14% | 11.10 CHF | 11.11 CHF | 97,000 | 97,000 | 31,031 | 31,031 | 344,126 CHF | 344,489 CHF | 99.90% | 99.90% |
19/11/2024 | 0.15% | 10.65 CHF | 10.66 CHF | 100,000 | 100,000 | 31,807 | 31,807 | 335,284 CHF | 335,654 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 10.47 CHF | 10.48 CHF | 100,000 | 100,000 | 32,129 | 32,129 | 327,687 CHF | 328,063 CHF | 99.87% | 99.87% |
15/11/2024 | 0.15% | 10.11 CHF | 10.12 CHF | 105,000 | 105,000 | 32,509 | 32,509 | 332,431 CHF | 332,809 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 10.43 CHF | 10.44 CHF | 100,000 | 100,000 | 31,885 | 31,885 | 332,105 CHF | 332,477 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 10.26 CHF | 10.27 CHF | 100,000 | 100,000 | 33,293 | 33,293 | 338,495 CHF | 338,884 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 9.88 CHF | 9.89 CHF | 105,000 | 105,000 | 33,763 | 33,763 | 333,477 CHF | 333,873 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 9.75 CHF | 9.76 CHF | 105,000 | 105,000 | 33,770 | 33,770 | 326,708 CHF | 327,104 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 9.46 CHF | 9.47 CHF | 110,000 | 110,000 | 34,858 | 34,858 | 331,753 CHF | 332,160 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 9.42 CHF | 9.43 CHF | 110,000 | 110,000 | 35,064 | 35,064 | 327,039 CHF | 327,448 CHF | 100.00% | 100.00% |