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 | 0.20% | 10.55 CHF | 10.57 CHF | 52,800 | 52,800 | 53,519 | 53,519 | 530,758 CHF | 531,828 CHF | 99.44% | 99.44% |
19/11/2024 | 0.21% | 9.20 CHF | 9.22 CHF | 54,000 | 54,000 | 52,495 | 52,495 | 500,593 CHF | 501,643 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 9.58 CHF | 9.60 CHF | 51,500 | 51,500 | 53,235 | 53,235 | 525,339 CHF | 526,404 CHF | 98.77% | 98.77% |
15/11/2024 | 0.21% | 10.09 CHF | 10.11 CHF | 54,400 | 54,400 | 52,085 | 52,085 | 508,186 CHF | 509,227 CHF | 98.67% | 98.67% |
14/11/2024 | 0.20% | 9.63 CHF | 9.65 CHF | 50,600 | 50,600 | 56,183 | 56,183 | 576,968 CHF | 578,092 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 9.61 CHF | 9.63 CHF | 59,900 | 59,900 | 59,120 | 59,120 | 526,928 CHF | 528,110 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 8.93 CHF | 8.95 CHF | 58,600 | 58,600 | 60,944 | 60,944 | 537,336 CHF | 538,555 CHF | 99.80% | 99.80% |
11/11/2024 | 0.25% | 8.31 CHF | 8.33 CHF | 62,500 | 62,500 | 71,391 | 71,391 | 580,763 CHF | 582,191 CHF | 99.73% | 99.73% |
08/11/2024 | 0.30% | 7.20 CHF | 7.22 CHF | 77,200 | 77,200 | 77,499 | 77,499 | 521,845 CHF | 523,395 CHF | 99.15% | 99.15% |
07/11/2024 | 0.30% | 6.38 CHF | 6.40 CHF | 77,800 | 77,800 | 70,526 | 70,526 | 469,270 CHF | 470,680 CHF | 99.96% | 99.96% |