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 | 0.29% | 11.12 CHF | 11.14 CHF | 36,000 | 36,000 | 15,663 | 15,663 | 180,983 CHF | 181,425 CHF | 99.46% | 99.46% |
19/11/2024 | 0.31% | 11.28 CHF | 11.30 CHF | 36,000 | 36,000 | 15,665 | 15,665 | 177,046 CHF | 177,490 CHF | 99.89% | 99.89% |
18/11/2024 | 0.30% | 11.05 CHF | 11.07 CHF | 36,000 | 36,000 | 16,528 | 16,528 | 174,654 CHF | 175,100 CHF | 99.47% | 99.47% |
15/11/2024 | 0.27% | 9.93 CHF | 9.95 CHF | 39,000 | 39,000 | 17,809 | 17,809 | 172,045 CHF | 172,454 CHF | 99.72% | 99.72% |
14/11/2024 | 0.26% | 9.42 CHF | 9.44 CHF | 40,000 | 40,000 | 17,901 | 17,901 | 177,213 CHF | 177,626 CHF | 97.34% | 97.34% |
13/11/2024 | 0.34% | 11.19 CHF | 11.20 CHF | 36,000 | 36,000 | 16,823 | 16,823 | 186,202 CHF | 186,650 CHF | 88.65% | 88.65% |
12/11/2024 | 0.26% | 10.64 CHF | 10.65 CHF | 37,000 | 37,000 | 18,784 | 18,784 | 211,527 CHF | 211,922 CHF | 68.48% | 68.48% |
11/11/2024 | 0.20% | 11.21 CHF | 11.22 CHF | 36,000 | 36,000 | 16,763 | 16,763 | 182,218 CHF | 182,510 CHF | 86.27% | 86.27% |
08/11/2024 | 0.22% | 8.81 CHF | 8.82 CHF | 42,000 | 42,000 | 19,554 | 19,554 | 167,178 CHF | 167,476 CHF | 99.04% | 99.04% |
07/11/2024 | 0.23% | 8.22 CHF | 8.23 CHF | 44,000 | 44,000 | 20,899 | 20,899 | 165,777 CHF | 166,096 CHF | 97.87% | 97.87% |