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% | 9.60 CHF | 9.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,888 CHF | 144,038 CHF | 99.36% | 99.36% |
20/11/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,306 CHF | 148,456 CHF | 95.72% | 95.72% |
19/11/2024 | 0.10% | 9.76 CHF | 9.77 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,251 CHF | 148,401 CHF | 99.28% | 99.28% |
18/11/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,547 CHF | 151,697 CHF | 68.12% | 68.12% |
15/11/2024 | 0.10% | 10.30 CHF | 10.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 154,836 CHF | 154,986 CHF | 93.41% | 93.41% |
14/11/2024 | 0.09% | 10.60 CHF | 10.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 164,959 CHF | 165,109 CHF | 84.01% | 84.01% |
13/11/2024 | 0.09% | 11.32 CHF | 11.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 169,187 CHF | 169,337 CHF | 99.38% | 99.38% |
12/11/2024 | 0.09% | 11.31 CHF | 11.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 172,596 CHF | 172,746 CHF | 81.50% | 81.50% |
11/11/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 178,289 CHF | 178,439 CHF | 96.48% | 96.48% |
08/11/2024 | 0.09% | 11.80 CHF | 11.81 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 171,328 CHF | 171,478 CHF | 95.53% | 95.53% |