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 | 0.18% | 9.90 CHF | 9.91 CHF | 43,500 | 43,500 | 23,678 | 23,678 | 207,028 CHF | 207,351 CHF | 99.70% | 99.70% |
20/11/2024 | 0.26% | 8.19 CHF | 8.20 CHF | 43,700 | 43,700 | 22,533 | 22,533 | 195,635 CHF | 196,069 CHF | 99.60% | 99.60% |
19/11/2024 | 0.19% | 8.86 CHF | 8.87 CHF | 45,500 | 45,500 | 24,562 | 24,562 | 203,268 CHF | 203,600 CHF | 98.42% | 98.42% |
18/11/2024 | 0.18% | 8.89 CHF | 8.90 CHF | 52,700 | 52,700 | 27,684 | 27,684 | 244,837 CHF | 245,212 CHF | 97.66% | 97.66% |
15/11/2024 | 0.25% | 6.86 CHF | 6.87 CHF | 62,000 | 62,000 | 33,097 | 33,097 | 212,575 CHF | 213,025 CHF | 99.46% | 99.46% |
14/11/2024 | 0.19% | 7.03 CHF | 7.04 CHF | 50,600 | 50,600 | 25,961 | 25,961 | 200,774 CHF | 201,124 CHF | 98.83% | 98.83% |
13/11/2024 | 0.18% | 8.00 CHF | 8.01 CHF | 50,400 | 50,400 | 25,827 | 25,827 | 219,905 CHF | 220,253 CHF | 99.25% | 99.25% |
12/11/2024 | 0.23% | 9.30 CHF | 9.31 CHF | 39,000 | 39,000 | 19,401 | 19,401 | 188,719 CHF | 189,071 CHF | 93.94% | 93.94% |
11/11/2024 | 0.16% | 10.71 CHF | 10.72 CHF | 46,600 | 46,600 | 25,349 | 25,349 | 247,240 CHF | 247,584 CHF | 98.25% | 98.25% |
08/11/2024 | 0.26% | 7.23 CHF | 7.24 CHF | 64,200 | 64,200 | 34,300 | 34,300 | 215,921 CHF | 216,382 CHF | 100.00% | 100.00% |