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% | 9.54 CHF | 9.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 945,792 CHF | 946,792 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 9.55 CHF | 9.56 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 958,600 CHF | 959,620 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 9.68 CHF | 9.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 936,951 CHF | 937,951 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 9.10 CHF | 9.11 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 897,442 CHF | 898,465 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.99 CHF | 9.00 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 861,012 CHF | 862,022 CHF | 99.26% | 99.26% |
13/11/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 931,054 CHF | 932,062 CHF | 96.48% | 96.48% |
12/11/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 899,605 CHF | 900,605 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 950,881 CHF | 951,881 CHF | 99.99% | 99.99% |
08/11/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 984,140 CHF | 985,140 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 10.07 CHF | 10.08 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 969,617 CHF | 970,622 CHF | 99.92% | 99.92% |