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 | 0.13% | 8.01 CHF | 8.02 CHF | 31,000 | 31,000 | 30,462 | 30,462 | 245,841 CHF | 246,146 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 31,000 | 31,000 | 30,654 | 30,654 | 246,147 CHF | 246,454 CHF | 98.87% | 98.87% |
18/11/2024 | 0.13% | 8.06 CHF | 8.07 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 246,187 CHF | 246,494 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 31,000 | 31,000 | 31,080 | 31,080 | 247,652 CHF | 247,963 CHF | 71.83% | 71.83% |
14/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 31,500 | 31,500 | 31,259 | 31,259 | 246,164 CHF | 246,477 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 32,000 | 32,000 | 31,667 | 31,667 | 246,683 CHF | 247,000 CHF | 99.56% | 99.56% |
12/11/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 32,500 | 32,500 | 31,706 | 31,706 | 246,725 CHF | 247,042 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 31,500 | 31,500 | 31,205 | 31,205 | 245,961 CHF | 246,273 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 32,000 | 32,000 | 31,688 | 31,688 | 246,009 CHF | 246,326 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 31,500 | 31,500 | 31,216 | 31,216 | 246,138 CHF | 246,451 CHF | 100.00% | 100.00% |