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 | 0.11% | 9.43 CHF | 9.44 CHF | 120,000 | 120,000 | 46,049 | 46,049 | 437,181 CHF | 437,643 CHF | 99.86% | 99.86% |
19/11/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 120,000 | 120,000 | 47,622 | 47,622 | 435,488 CHF | 435,965 CHF | 97.53% | 97.53% |
18/11/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 120,000 | 120,000 | 46,597 | 46,597 | 415,257 CHF | 415,724 CHF | 98.92% | 98.92% |
15/11/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 120,000 | 120,000 | 47,369 | 47,369 | 445,296 CHF | 445,771 CHF | 99.73% | 99.73% |
14/11/2024 | 0.11% | 9.76 CHF | 9.77 CHF | 110,000 | 110,000 | 43,907 | 43,907 | 425,020 CHF | 425,459 CHF | 99.99% | 99.99% |
13/11/2024 | 0.11% | 9.60 CHF | 9.61 CHF | 120,000 | 120,000 | 44,532 | 44,532 | 429,934 CHF | 430,380 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 9.64 CHF | 9.65 CHF | 110,000 | 110,000 | 45,152 | 45,152 | 430,808 CHF | 431,260 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 120,000 | 120,000 | 46,197 | 46,197 | 439,109 CHF | 439,572 CHF | 99.94% | 99.94% |
08/11/2024 | 0.11% | 9.52 CHF | 9.53 CHF | 120,000 | 120,000 | 46,346 | 46,346 | 443,463 CHF | 443,927 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 120,000 | 120,000 | 47,549 | 47,549 | 449,913 CHF | 450,390 CHF | 99.76% | 99.76% |