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 | 0.44% | 11.22 CHF | 11.24 CHF | 150,000 | 150,000 | 123,022 | 123,022 | 1,402,080 CHF | 1,404,780 CHF | 100.00% | 100.00% |
19/11/2024 | 0.46% | 11.12 CHF | 11.14 CHF | 150,000 | 150,000 | 122,964 | 122,964 | 1,345,170 CHF | 1,347,870 CHF | 100.00% | 100.00% |
18/11/2024 | 0.45% | 10.66 CHF | 10.68 CHF | 150,000 | 150,000 | 122,982 | 122,982 | 1,334,740 CHF | 1,337,440 CHF | 100.00% | 100.00% |
15/11/2024 | 0.44% | 11.17 CHF | 11.19 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 1,415,000 CHF | 1,417,710 CHF | 100.00% | 100.00% |
14/11/2024 | 0.48% | 11.25 CHF | 11.27 CHF | 150,000 | 150,000 | 123,257 | 123,257 | 1,328,560 CHF | 1,331,270 CHF | 99.20% | 99.20% |
13/11/2024 | 0.51% | 10.49 CHF | 10.51 CHF | 150,000 | 150,000 | 123,010 | 123,010 | 1,270,610 CHF | 1,273,310 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 9.77 CHF | 9.79 CHF | 150,000 | 150,000 | 123,067 | 123,067 | 1,157,990 CHF | 1,160,700 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 8.71 CHF | 8.73 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 1,076,240 CHF | 1,078,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.58% | 8.54 CHF | 8.56 CHF | 150,000 | 150,000 | 123,007 | 123,007 | 1,075,920 CHF | 1,078,620 CHF | 100.00% | 100.00% |
07/11/2024 | 0.86% | 8.79 CHF | 8.81 CHF | 150,000 | 150,000 | 123,041 | 123,041 | 1,035,380 CHF | 1,038,720 CHF | 100.00% | 100.00% |