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 | 0.77% | 10.32 CHF | 10.40 CHF | 19,379 | 17,352 | 19,284 | 18,751 | 199,996 CHF | 195,979 CHF | 99.99% | 99.99% |
19/11/2024 | 0.77% | 10.34 CHF | 10.42 CHF | 19,342 | 19,193 | 19,366 | 19,217 | 199,995 CHF | 199,995 CHF | 99.97% | 99.97% |
18/11/2024 | 0.76% | 10.45 CHF | 10.53 CHF | 19,138 | 18,993 | 19,008 | 18,865 | 199,994 CHF | 199,994 CHF | 100.00% | 100.00% |
15/11/2024 | 0.75% | 10.64 CHF | 10.72 CHF | 18,796 | 18,656 | 18,746 | 18,606 | 199,996 CHF | 199,995 CHF | 99.95% | 99.95% |
14/11/2024 | 0.76% | 10.66 CHF | 10.74 CHF | 18,761 | 18,621 | 19,009 | 18,865 | 199,995 CHF | 199,994 CHF | 99.93% | 99.93% |
13/11/2024 | 0.76% | 10.42 CHF | 10.50 CHF | 19,193 | 19,047 | 19,127 | 18,981 | 199,994 CHF | 199,995 CHF | 99.99% | 99.99% |
12/11/2024 | 0.76% | 10.44 CHF | 10.52 CHF | 19,157 | 19,011 | 19,003 | 18,860 | 199,996 CHF | 199,994 CHF | 99.95% | 99.95% |
11/11/2024 | 0.73% | 10.74 CHF | 10.82 CHF | 18,621 | 18,484 | 18,423 | 18,288 | 199,996 CHF | 199,995 CHF | 99.98% | 99.98% |
08/11/2024 | 0.73% | 10.78 CHF | 10.86 CHF | 18,552 | 18,416 | 18,402 | 17,879 | 199,996 CHF | 195,762 CHF | 99.97% | 99.97% |
07/11/2024 | 0.71% | 11.17 CHF | 11.25 CHF | 17,905 | 17,777 | 17,796 | 17,670 | 199,995 CHF | 199,994 CHF | 99.99% | 99.99% |