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% | 8.55 CHF | 8.56 CHF | 29,000 | 29,000 | 28,710 | 28,710 | 247,036 CHF | 247,323 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 29,000 | 29,000 | 28,722 | 28,722 | 245,910 CHF | 246,197 CHF | 98.87% | 98.87% |
18/11/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 29,000 | 29,000 | 28,729 | 28,729 | 245,597 CHF | 245,885 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 29,000 | 29,000 | 29,164 | 29,164 | 247,972 CHF | 248,264 CHF | 71.80% | 71.80% |
14/11/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 29,500 | 29,500 | 29,262 | 29,262 | 246,079 CHF | 246,372 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.33 CHF | 8.34 CHF | 30,000 | 30,000 | 29,667 | 29,667 | 246,892 CHF | 247,189 CHF | 99.56% | 99.56% |
12/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 30,000 | 30,000 | 29,632 | 29,632 | 246,357 CHF | 246,654 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.43 CHF | 8.44 CHF | 29,500 | 29,500 | 29,224 | 29,224 | 245,895 CHF | 246,188 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 30,000 | 30,000 | 29,698 | 29,698 | 246,355 CHF | 246,652 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 29,500 | 29,500 | 29,223 | 29,223 | 245,975 CHF | 246,268 CHF | 100.00% | 100.00% |