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 | 0.35% | 9.64 CHF | 9.65 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 97,861 CHF | 56,858 CHF | 99.67% | 99.67% |
19/11/2024 | 0.36% | 9.44 CHF | 9.45 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 94,000 CHF | 54,653 CHF | 99.08% | 99.08% |
18/11/2024 | 0.35% | 9.64 CHF | 9.65 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 99,201 CHF | 57,478 CHF | 99.62% | 99.62% |
15/11/2024 | 0.34% | 9.91 CHF | 9.92 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 100,854 CHF | 58,513 CHF | 99.65% | 99.65% |
14/11/2024 | 0.32% | 10.66 CHF | 10.68 CHF | 10,000 | 10,000 | 10,000 | 5,800 | 112,254 CHF | 64,643 CHF | 99.67% | 99.67% |
13/11/2024 | 0.32% | 11.64 CHF | 11.66 CHF | 10,000 | 10,000 | 10,000 | 5,871 | 112,439 CHF | 66,534 CHF | 97.55% | 97.55% |
12/11/2024 | 0.32% | 11.54 CHF | 11.56 CHF | 10,000 | 10,000 | 10,000 | 5,839 | 111,397 CHF | 65,685 CHF | 95.11% | 95.11% |
11/11/2024 | 0.37% | 11.06 CHF | 11.08 CHF | 10,000 | 10,000 | 10,000 | 5,801 | 99,916 CHF | 59,216 CHF | 99.65% | 99.65% |
08/11/2024 | 0.41% | 8.96 CHF | 8.97 CHF | 10,000 | 10,000 | 10,000 | 5,810 | 84,383 CHF | 49,479 CHF | 99.67% | 99.67% |
07/11/2024 | 0.42% | 8.49 CHF | 8.50 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 82,023 CHF | 48,079 CHF | 99.67% | 99.67% |