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% | 8.74 CHF | 8.75 CHF | 46,000 | 46,000 | 20,941 | 20,941 | 183,688 CHF | 184,179 CHF | 99.90% | 99.90% |
19/11/2024 | 0.36% | 8.75 CHF | 8.76 CHF | 46,000 | 46,000 | 21,191 | 21,191 | 185,194 CHF | 185,688 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 8.89 CHF | 8.90 CHF | 46,000 | 46,000 | 20,911 | 20,911 | 186,665 CHF | 187,155 CHF | 99.90% | 99.90% |
15/11/2024 | 0.34% | 8.92 CHF | 8.93 CHF | 46,000 | 46,000 | 20,831 | 20,831 | 189,904 CHF | 190,394 CHF | 99.89% | 99.89% |
14/11/2024 | 0.34% | 9.22 CHF | 9.23 CHF | 46,000 | 46,000 | 20,916 | 20,916 | 191,620 CHF | 192,110 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 9.08 CHF | 9.09 CHF | 46,000 | 46,000 | 20,923 | 20,923 | 190,383 CHF | 190,873 CHF | 100.00% | 100.00% |
12/11/2024 | 0.34% | 9.22 CHF | 9.23 CHF | 46,000 | 46,000 | 20,926 | 20,926 | 192,816 CHF | 193,306 CHF | 99.85% | 99.85% |
11/11/2024 | 0.34% | 9.23 CHF | 9.24 CHF | 46,000 | 46,000 | 20,823 | 20,823 | 191,132 CHF | 191,622 CHF | 99.58% | 99.58% |
08/11/2024 | 0.35% | 9.11 CHF | 9.12 CHF | 46,000 | 46,000 | 21,000 | 21,000 | 188,476 CHF | 188,966 CHF | 99.23% | 99.23% |
07/11/2024 | 0.35% | 8.90 CHF | 8.91 CHF | 46,000 | 46,000 | 20,910 | 20,910 | 186,077 CHF | 186,567 CHF | 99.90% | 99.90% |