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 | 0.47% | 10.54 CHF | 10.56 CHF | 150,000 | 150,000 | 123,022 | 123,022 | 1,317,900 CHF | 1,320,600 CHF | 100.00% | 100.00% |
19/11/2024 | 0.49% | 10.43 CHF | 10.45 CHF | 150,000 | 150,000 | 122,964 | 122,964 | 1,261,270 CHF | 1,263,980 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 9.98 CHF | 10.00 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,250,880 CHF | 1,253,580 CHF | 100.00% | 100.00% |
15/11/2024 | 0.46% | 10.49 CHF | 10.51 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,330,540 CHF | 1,333,240 CHF | 100.00% | 100.00% |
14/11/2024 | 0.51% | 10.56 CHF | 10.58 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,243,460 CHF | 1,246,160 CHF | 99.08% | 99.08% |
13/11/2024 | 0.54% | 9.80 CHF | 9.82 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,186,690 CHF | 1,189,390 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 9.09 CHF | 9.11 CHF | 150,000 | 150,000 | 123,066 | 123,066 | 1,074,170 CHF | 1,076,870 CHF | 100.00% | 100.00% |
11/11/2024 | 0.64% | 8.03 CHF | 8.05 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 992,660 CHF | 995,364 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 7.87 CHF | 7.89 CHF | 150,000 | 150,000 | 123,006 | 123,006 | 993,050 CHF | 995,753 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 8.11 CHF | 8.13 CHF | 150,000 | 150,000 | 123,044 | 123,044 | 952,316 CHF | 955,663 CHF | 100.00% | 100.00% |