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 | 0.49% | 10.23 CHF | 10.25 CHF | 150,000 | 150,000 | 123,022 | 123,022 | 1,279,350 CHF | 1,282,060 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 10.12 CHF | 10.14 CHF | 150,000 | 150,000 | 122,868 | 122,868 | 1,221,830 CHF | 1,224,530 CHF | 99.65% | 99.65% |
18/11/2024 | 0.50% | 9.66 CHF | 9.68 CHF | 150,000 | 150,000 | 122,982 | 122,982 | 1,211,840 CHF | 1,214,550 CHF | 100.00% | 100.00% |
15/11/2024 | 0.48% | 10.17 CHF | 10.19 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,291,900 CHF | 1,294,600 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 10.25 CHF | 10.27 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,204,730 CHF | 1,207,440 CHF | 99.08% | 99.08% |
13/11/2024 | 0.56% | 9.49 CHF | 9.51 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,148,300 CHF | 1,151,010 CHF | 100.00% | 100.00% |
12/11/2024 | 0.62% | 8.78 CHF | 8.80 CHF | 150,000 | 150,000 | 123,066 | 123,066 | 1,035,800 CHF | 1,038,510 CHF | 100.00% | 100.00% |
11/11/2024 | 0.66% | 7.72 CHF | 7.74 CHF | 150,000 | 150,000 | 123,014 | 123,014 | 954,260 CHF | 956,964 CHF | 100.00% | 100.00% |
08/11/2024 | 0.65% | 7.56 CHF | 7.58 CHF | 150,000 | 150,000 | 123,006 | 123,006 | 955,138 CHF | 957,842 CHF | 100.00% | 100.00% |
07/11/2024 | 0.98% | 7.80 CHF | 7.82 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 914,279 CHF | 917,626 CHF | 100.00% | 100.00% |