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 | 0.11% | 9.29 CHF | 9.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 139,281 CHF | 139,431 CHF | 99.36% | 99.36% |
20/11/2024 | 0.10% | 9.51 CHF | 9.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,674 CHF | 143,824 CHF | 95.78% | 95.78% |
19/11/2024 | 0.10% | 9.45 CHF | 9.46 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,628 CHF | 143,778 CHF | 99.29% | 99.29% |
18/11/2024 | 0.10% | 9.66 CHF | 9.67 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 146,905 CHF | 147,055 CHF | 68.15% | 68.15% |
15/11/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,248 CHF | 150,398 CHF | 98.61% | 98.61% |
14/11/2024 | 0.09% | 10.29 CHF | 10.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 160,319 CHF | 160,469 CHF | 84.01% | 84.01% |
13/11/2024 | 0.09% | 11.01 CHF | 11.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 164,547 CHF | 164,697 CHF | 99.38% | 99.38% |
12/11/2024 | 0.09% | 11.00 CHF | 11.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 168,037 CHF | 168,187 CHF | 78.48% | 78.48% |
11/11/2024 | 0.09% | 11.75 CHF | 11.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 173,647 CHF | 173,797 CHF | 96.48% | 96.48% |
08/11/2024 | 0.09% | 11.49 CHF | 11.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 166,680 CHF | 166,830 CHF | 95.54% | 95.54% |