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 | 0.10% | 9.64 CHF | 9.65 CHF | 120,000 | 120,000 | 46,038 | 46,038 | 446,447 CHF | 446,909 CHF | 99.85% | 99.85% |
19/11/2024 | 0.11% | 9.48 CHF | 9.49 CHF | 120,000 | 120,000 | 47,621 | 47,621 | 445,149 CHF | 445,626 CHF | 97.53% | 97.53% |
18/11/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 120,000 | 120,000 | 46,600 | 46,600 | 424,740 CHF | 425,207 CHF | 98.92% | 98.92% |
15/11/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 120,000 | 120,000 | 47,370 | 47,370 | 454,934 CHF | 455,409 CHF | 99.73% | 99.73% |
14/11/2024 | 0.10% | 9.96 CHF | 9.97 CHF | 110,000 | 110,000 | 43,907 | 43,907 | 433,954 CHF | 434,394 CHF | 99.99% | 99.99% |
13/11/2024 | 0.10% | 9.80 CHF | 9.81 CHF | 120,000 | 120,000 | 44,534 | 44,534 | 438,956 CHF | 439,402 CHF | 100.00% | 100.00% |
12/11/2024 | 0.11% | 9.85 CHF | 9.86 CHF | 110,000 | 110,000 | 45,155 | 45,155 | 439,954 CHF | 440,406 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 120,000 | 120,000 | 46,187 | 46,187 | 448,326 CHF | 448,788 CHF | 99.92% | 99.92% |
08/11/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 120,000 | 120,000 | 46,345 | 46,345 | 452,720 CHF | 453,185 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.71 CHF | 9.72 CHF | 120,000 | 120,000 | 47,545 | 47,545 | 459,391 CHF | 459,867 CHF | 99.76% | 99.76% |