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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.21% | 9.52 CHF | 9.54 CHF | 54,000 | 54,000 | 54,038 | 54,038 | 513,779 CHF | 514,860 CHF | 99.93% | 99.93% |
27/11/2024 | 0.21% | 9.49 CHF | 9.51 CHF | 54,000 | 54,000 | 54,870 | 54,870 | 518,452 CHF | 519,549 CHF | 100.00% | 100.00% |
26/11/2024 | 0.21% | 9.47 CHF | 9.49 CHF | 55,000 | 55,000 | 54,799 | 54,799 | 519,398 CHF | 520,494 CHF | 100.00% | 100.00% |
25/11/2024 | 0.21% | 9.47 CHF | 9.49 CHF | 55,000 | 55,000 | 54,930 | 54,930 | 519,259 CHF | 520,359 CHF | 100.00% | 100.00% |
22/11/2024 | 0.21% | 9.47 CHF | 9.49 CHF | 55,000 | 55,000 | 54,902 | 54,902 | 517,315 CHF | 518,413 CHF | 99.64% | 99.64% |
20/11/2024 | 0.22% | 9.05 CHF | 9.07 CHF | 57,000 | 57,000 | 56,300 | 56,300 | 512,366 CHF | 513,492 CHF | 99.44% | 99.44% |
19/11/2024 | 0.22% | 9.03 CHF | 9.05 CHF | 57,000 | 57,000 | 56,857 | 56,857 | 515,020 CHF | 516,157 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 9.09 CHF | 9.11 CHF | 57,000 | 57,000 | 56,997 | 56,997 | 515,516 CHF | 516,656 CHF | 99.88% | 99.88% |
15/11/2024 | 0.22% | 9.03 CHF | 9.05 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 513,066 CHF | 514,206 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 8.97 CHF | 8.99 CHF | 57,000 | 57,000 | 57,610 | 57,610 | 512,996 CHF | 514,148 CHF | 98.56% | 98.56% |