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 | 0.11% | 8.95 CHF | 8.96 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 159,457 CHF | 159,636 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 8.93 CHF | 8.94 CHF | 18,000 | 18,000 | 17,827 | 17,827 | 158,266 CHF | 158,445 CHF | 98.86% | 98.86% |
18/11/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 18,000 | 18,000 | 18,093 | 18,093 | 156,993 CHF | 157,174 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.61 CHF | 8.62 CHF | 18,500 | 18,500 | 18,500 | 18,500 | 160,276 CHF | 160,461 CHF | 71.82% | 71.82% |
14/11/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 157,961 CHF | 158,140 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 8.79 CHF | 8.80 CHF | 18,000 | 18,000 | 17,835 | 17,835 | 157,308 CHF | 157,487 CHF | 99.27% | 99.27% |
12/11/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 18,000 | 18,000 | 17,479 | 17,479 | 159,830 CHF | 160,005 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 161,930 CHF | 162,103 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 18,000 | 18,000 | 17,735 | 17,735 | 162,129 CHF | 162,306 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.12 CHF | 9.13 CHF | 18,000 | 18,000 | 17,713 | 17,713 | 162,902 CHF | 163,079 CHF | 100.00% | 100.00% |