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% | 9.95 CHF | 10.00 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 72,485 CHF | 72,802 CHF | 99.49% | 99.49% |
19/11/2024 | 0.48% | 9.43 CHF | 9.47 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 62,797 CHF | 63,100 CHF | 99.58% | 99.58% |
18/11/2024 | 0.47% | 9.18 CHF | 9.22 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 62,638 CHF | 62,930 CHF | 99.51% | 99.51% |
15/11/2024 | 0.52% | 8.60 CHF | 8.65 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 54,422 CHF | 54,708 CHF | 98.89% | 98.89% |
14/11/2024 | 0.44% | 9.83 CHF | 9.88 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 68,037 CHF | 68,337 CHF | 99.54% | 99.54% |
13/11/2024 | 0.48% | 9.54 CHF | 9.58 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 64,137 CHF | 64,444 CHF | 99.47% | 99.47% |
12/11/2024 | 0.44% | 10.19 CHF | 10.23 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 62,318 CHF | 62,594 CHF | 99.56% | 99.56% |
11/11/2024 | 0.42% | 10.45 CHF | 10.50 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 65,721 CHF | 65,996 CHF | 99.52% | 99.52% |
08/11/2024 | 0.43% | 10.54 CHF | 10.59 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 63,201 CHF | 63,470 CHF | 99.51% | 99.51% |
07/11/2024 | 0.37% | 10.14 CHF | 10.18 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 76,802 CHF | 77,090 CHF | 99.57% | 99.57% |