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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 145,854 CHF | 146,004 CHF | 99.38% | 99.38% |
20/11/2024 | 0.10% | 9.95 CHF | 9.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,281 CHF | 150,431 CHF | 95.78% | 95.78% |
19/11/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,227 CHF | 150,377 CHF | 99.29% | 99.29% |
18/11/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 153,522 CHF | 153,672 CHF | 68.12% | 68.12% |
15/11/2024 | 0.10% | 10.43 CHF | 10.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 156,884 CHF | 157,034 CHF | 98.61% | 98.61% |
14/11/2024 | 0.09% | 10.73 CHF | 10.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 166,876 CHF | 167,026 CHF | 84.66% | 84.66% |
13/11/2024 | 0.09% | 11.45 CHF | 11.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 171,166 CHF | 171,316 CHF | 99.39% | 99.39% |
12/11/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 174,807 CHF | 174,957 CHF | 80.39% | 80.39% |
11/11/2024 | 0.08% | 12.19 CHF | 12.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 180,273 CHF | 180,423 CHF | 96.48% | 96.48% |
08/11/2024 | 0.09% | 11.93 CHF | 11.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 173,398 CHF | 173,548 CHF | 91.98% | 91.98% |