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 | 0.45% | 11.35 CHF | 11.40 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 111,811 CHF | 112,307 CHF | 100.00% | 100.00% |
19/11/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 10,000 | 10,000 | 9,904 | 9,904 | 110,350 CHF | 110,846 CHF | 98.71% | 98.71% |
18/11/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 105,540 CHF | 106,036 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 10.70 CHF | 10.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 108,187 CHF | 108,687 CHF | 71.57% | 71.57% |
14/11/2024 | 0.45% | 11.00 CHF | 11.05 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 110,855 CHF | 111,350 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 114,216 CHF | 114,712 CHF | 99.81% | 99.81% |
12/11/2024 | 0.44% | 11.70 CHF | 11.75 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 114,538 CHF | 115,034 CHF | 100.00% | 100.00% |
11/11/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 10,000 | 10,000 | 9,831 | 9,831 | 108,872 CHF | 109,364 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 11.30 CHF | 11.35 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 108,646 CHF | 109,142 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 9.80 CHF | 9.81 CHF | 10,000 | 10,000 | 9,907 | 9,907 | 97,747 CHF | 97,904 CHF | 100.00% | 100.00% |