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 | 0.60% | 10.40 CHF | 10.45 CHF | 30,610 | 30,610 | 28,275 | 28,275 | 297,430 CHF | 299,035 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 10.25 CHF | 10.30 CHF | 31,210 | 31,210 | 29,296 | 29,296 | 294,690 CHF | 296,208 CHF | 99.03% | 99.03% |
18/11/2024 | 0.26% | 9.98 CHF | 9.99 CHF | 31,930 | 31,930 | 29,961 | 29,961 | 295,866 CHF | 296,427 CHF | 98.77% | 98.77% |
15/11/2024 | 0.64% | 10.20 CHF | 10.25 CHF | 31,250 | 31,250 | 28,131 | 28,131 | 293,256 CHF | 294,930 CHF | 71.84% | 71.84% |
14/11/2024 | 0.59% | 10.70 CHF | 10.75 CHF | 30,130 | 30,130 | 28,133 | 28,133 | 298,929 CHF | 300,527 CHF | 100.00% | 100.00% |
13/11/2024 | 0.59% | 10.55 CHF | 10.60 CHF | 30,490 | 30,490 | 28,180 | 28,180 | 299,293 CHF | 300,893 CHF | 99.88% | 99.88% |
12/11/2024 | 0.61% | 10.60 CHF | 10.65 CHF | 30,370 | 30,370 | 28,684 | 28,684 | 297,834 CHF | 299,464 CHF | 99.96% | 99.96% |
11/11/2024 | 0.60% | 10.40 CHF | 10.45 CHF | 30,850 | 30,850 | 28,498 | 28,498 | 299,168 CHF | 300,786 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 10.45 CHF | 10.50 CHF | 30,890 | 30,890 | 28,566 | 28,566 | 300,357 CHF | 301,976 CHF | 99.81% | 99.81% |
07/11/2024 | 0.61% | 10.45 CHF | 10.50 CHF | 31,030 | 31,030 | 29,083 | 29,083 | 300,589 CHF | 302,237 CHF | 99.52% | 99.52% |