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 | 0.19% | 10.49 CHF | 10.51 CHF | 54,900 | 54,900 | 54,659 | 54,659 | 566,128 CHF | 567,221 CHF | 100.00% | 100.00% |
19/11/2024 | 0.19% | 10.37 CHF | 10.39 CHF | 54,500 | 54,500 | 55,162 | 55,162 | 574,154 CHF | 575,257 CHF | 100.00% | 100.00% |
18/11/2024 | 0.19% | 10.25 CHF | 10.27 CHF | 55,600 | 55,600 | 56,143 | 56,143 | 575,302 CHF | 576,425 CHF | 100.00% | 100.00% |
15/11/2024 | 0.20% | 10.25 CHF | 10.27 CHF | 56,500 | 56,500 | 56,019 | 56,019 | 568,586 CHF | 569,706 CHF | 100.00% | 100.00% |
14/11/2024 | 0.20% | 10.16 CHF | 10.18 CHF | 55,700 | 55,700 | 55,820 | 55,820 | 570,936 CHF | 572,053 CHF | 99.91% | 99.91% |
13/11/2024 | 0.20% | 10.35 CHF | 10.37 CHF | 55,900 | 55,900 | 55,417 | 55,417 | 565,768 CHF | 566,876 CHF | 100.00% | 100.00% |
12/11/2024 | 0.19% | 10.27 CHF | 10.29 CHF | 55,100 | 55,100 | 55,462 | 55,462 | 568,752 CHF | 569,861 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 10.20 CHF | 10.22 CHF | 55,700 | 55,700 | 56,122 | 56,122 | 571,632 CHF | 572,754 CHF | 100.00% | 100.00% |
08/11/2024 | 0.20% | 10.17 CHF | 10.19 CHF | 56,400 | 56,400 | 57,124 | 57,124 | 577,067 CHF | 578,209 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 9.97 CHF | 9.99 CHF | 57,600 | 57,600 | 56,398 | 56,398 | 559,360 CHF | 560,488 CHF | 100.00% | 100.00% |