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% | 7.85 CHF | 7.86 CHF | 140,400 | 140,400 | 140,400 | 140,400 | 1,134,150 CHF | 1,135,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 136,900 | 136,900 | 136,900 | 136,900 | 1,076,690 CHF | 1,078,060 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 136,400 | 136,400 | 136,399 | 136,399 | 1,120,490 CHF | 1,121,850 CHF | 99.02% | 99.02% |
15/11/2024 | 0.12% | 8.33 CHF | 8.34 CHF | 133,000 | 133,000 | 133,000 | 133,000 | 1,128,130 CHF | 1,129,460 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.64 CHF | 8.65 CHF | 140,700 | 140,700 | 140,700 | 140,700 | 1,190,850 CHF | 1,192,260 CHF | 99.08% | 99.08% |
13/11/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 140,200 | 140,200 | 140,200 | 140,200 | 1,117,930 CHF | 1,119,330 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 130,500 | 130,500 | 130,500 | 130,500 | 1,101,800 CHF | 1,103,110 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 134,500 | 134,500 | 134,500 | 134,500 | 1,194,510 CHF | 1,195,860 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 130,300 | 130,300 | 130,300 | 130,300 | 1,119,620 CHF | 1,120,930 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 134,400 | 134,400 | 134,400 | 134,400 | 1,184,100 CHF | 1,185,440 CHF | 99.68% | 99.68% |