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% | 10.13 CHF | 10.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,571 CHF | 150,471 CHF | 99.46% | 99.46% |
19/11/2024 | 0.59% | 9.82 CHF | 9.88 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 152,779 CHF | 153,679 CHF | 100.00% | 100.00% |
18/11/2024 | 0.55% | 10.44 CHF | 10.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 162,908 CHF | 163,808 CHF | 99.29% | 99.29% |
15/11/2024 | 0.53% | 11.20 CHF | 11.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 168,630 CHF | 169,530 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 11.76 CHF | 11.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 176,758 CHF | 177,658 CHF | 100.00% | 100.00% |
13/11/2024 | 0.53% | 11.49 CHF | 11.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 170,494 CHF | 171,394 CHF | 100.00% | 100.00% |
12/11/2024 | 0.54% | 11.41 CHF | 11.47 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 166,730 CHF | 167,630 CHF | 99.81% | 99.81% |
11/11/2024 | 0.56% | 10.70 CHF | 10.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 158,928 CHF | 159,828 CHF | 99.77% | 99.77% |
08/11/2024 | 0.58% | 10.48 CHF | 10.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 153,526 CHF | 154,426 CHF | 99.17% | 99.17% |
07/11/2024 | 0.61% | 9.73 CHF | 9.79 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 146,494 CHF | 147,394 CHF | 99.96% | 99.96% |