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 | 0.46% | 10.86 CHF | 10.88 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,357,230 CHF | 1,359,930 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 10.75 CHF | 10.77 CHF | 150,000 | 150,000 | 122,871 | 122,871 | 1,299,400 CHF | 1,302,100 CHF | 99.66% | 99.66% |
18/11/2024 | 0.47% | 10.30 CHF | 10.32 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,290,310 CHF | 1,293,010 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 10.81 CHF | 10.83 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,369,990 CHF | 1,372,690 CHF | 100.00% | 100.00% |
14/11/2024 | 0.50% | 10.88 CHF | 10.90 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,283,010 CHF | 1,285,720 CHF | 99.08% | 99.08% |
13/11/2024 | 0.53% | 10.12 CHF | 10.14 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,225,900 CHF | 1,228,600 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 9.41 CHF | 9.43 CHF | 150,000 | 150,000 | 123,067 | 123,067 | 1,113,320 CHF | 1,116,030 CHF | 100.00% | 100.00% |
11/11/2024 | 0.61% | 8.35 CHF | 8.37 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 1,031,730 CHF | 1,034,440 CHF | 100.00% | 100.00% |
08/11/2024 | 0.60% | 8.18 CHF | 8.20 CHF | 150,000 | 150,000 | 123,006 | 123,006 | 1,031,760 CHF | 1,034,460 CHF | 100.00% | 100.00% |
07/11/2024 | 0.90% | 8.43 CHF | 8.45 CHF | 150,000 | 150,000 | 123,041 | 123,041 | 991,085 CHF | 994,432 CHF | 100.00% | 100.00% |