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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 915,327 CHF | 916,327 CHF | 89.56% | 89.56% |
22/11/2024 | 0.11% | 8.97 CHF | 8.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 874,887 CHF | 875,887 CHF | 98.17% | 98.17% |
20/11/2024 | 0.10% | 9.36 CHF | 9.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 972,373 CHF | 973,373 CHF | 95.89% | 95.89% |
19/11/2024 | 0.11% | 9.48 CHF | 9.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 949,703 CHF | 950,703 CHF | 97.61% | 97.61% |
18/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 898,098 CHF | 899,098 CHF | 98.88% | 98.88% |
15/11/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 823,759 CHF | 824,759 CHF | 96.86% | 96.86% |
14/11/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 856,774 CHF | 857,774 CHF | 99.26% | 99.26% |
13/11/2024 | 0.11% | 9.41 CHF | 9.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 926,005 CHF | 927,005 CHF | 96.35% | 96.35% |
12/11/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 952,238 CHF | 953,238 CHF | 94.09% | 94.09% |
11/11/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 912,998 CHF | 913,998 CHF | 96.22% | 96.22% |