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 | 0.12% | 8.18 CHF | 8.19 CHF | 543,800 | 543,800 | 543,800 | 543,800 | 4,554,710 CHF | 4,560,140 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 532,600 | 532,600 | 532,600 | 532,600 | 4,331,310 CHF | 4,336,630 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 530,300 | 530,300 | 530,300 | 530,300 | 4,511,570 CHF | 4,516,880 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 525,700 | 525,700 | 525,700 | 525,700 | 4,545,260 CHF | 4,550,510 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 546,900 | 546,900 | 546,900 | 546,900 | 4,729,710 CHF | 4,735,180 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 544,100 | 544,100 | 544,100 | 544,100 | 4,490,550 CHF | 4,495,990 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 508,300 | 508,300 | 508,300 | 508,300 | 4,416,510 CHF | 4,421,590 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.12 CHF | 9.13 CHF | 526,100 | 526,100 | 526,100 | 526,100 | 4,805,350 CHF | 4,810,610 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 8.67 CHF | 8.68 CHF | 513,800 | 513,800 | 513,800 | 513,800 | 4,486,930 CHF | 4,492,070 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.04 CHF | 9.05 CHF | 539,400 | 539,400 | 539,400 | 539,400 | 4,808,270 CHF | 4,813,660 CHF | 99.67% | 99.67% |