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% | 9.11 CHF | 9.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 902,921 CHF | 903,921 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 9.12 CHF | 9.13 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 916,419 CHF | 917,439 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 894,021 CHF | 895,021 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 8.67 CHF | 8.68 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 855,205 CHF | 856,227 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 8.56 CHF | 8.57 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 818,291 CHF | 819,300 CHF | 99.28% | 99.28% |
13/11/2024 | 0.12% | 8.81 CHF | 8.82 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 888,614 CHF | 889,622 CHF | 96.48% | 96.48% |
12/11/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 856,980 CHF | 857,980 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.56 CHF | 8.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 908,372 CHF | 909,372 CHF | 99.99% | 99.99% |
08/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 942,012 CHF | 943,012 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.65 CHF | 9.66 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 927,498 CHF | 928,503 CHF | 99.92% | 99.92% |