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 | 0.98% | 9.40 CHF | 9.49 CHF | 500 | 500 | 500 | 500 | 4,717 CHF | 4,763 CHF | 100.00% | 100.00% |
19/11/2024 | 1.01% | 9.45 CHF | 9.55 CHF | 500 | 500 | 500 | 500 | 4,727 CHF | 4,774 CHF | 100.00% | 100.00% |
18/11/2024 | 1.04% | 9.52 CHF | 9.61 CHF | 500 | 500 | 500 | 500 | 4,746 CHF | 4,796 CHF | 100.00% | 100.00% |
15/11/2024 | 0.96% | 9.47 CHF | 9.56 CHF | 500 | 500 | 500 | 500 | 4,733 CHF | 4,779 CHF | 100.00% | 100.00% |
14/11/2024 | 0.98% | 9.54 CHF | 9.64 CHF | 500 | 500 | 500 | 500 | 4,769 CHF | 4,816 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 9.54 CHF | 9.64 CHF | 500 | 500 | 500 | 500 | 4,771 CHF | 4,819 CHF | 100.00% | 100.00% |
12/11/2024 | 0.97% | 9.58 CHF | 9.68 CHF | 500 | 500 | 500 | 500 | 4,809 CHF | 4,856 CHF | 100.00% | 100.00% |
11/11/2024 | 0.97% | 9.65 CHF | 9.75 CHF | 500 | 500 | 500 | 500 | 4,815 CHF | 4,862 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 9.66 CHF | 9.76 CHF | 500 | 500 | 500 | 500 | 4,818 CHF | 4,865 CHF | 100.00% | 100.00% |
07/11/2024 | 0.96% | 9.70 CHF | 9.80 CHF | 500 | 500 | 500 | 500 | 4,856 CHF | 4,903 CHF | 100.00% | 100.00% |