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 | 0.24% | 7.79 CHF | 7.81 CHF | 71,000 | 71,000 | 71,000 | 71,000 | 584,751 CHF | 586,171 CHF | 100.00% | 100.00% |
19/11/2024 | 0.26% | 7.94 CHF | 7.96 CHF | 66,900 | 66,900 | 66,900 | 66,900 | 521,979 CHF | 523,317 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 8.72 CHF | 8.74 CHF | 66,300 | 66,300 | 66,300 | 66,300 | 567,349 CHF | 568,675 CHF | 99.04% | 99.04% |
15/11/2024 | 0.22% | 8.74 CHF | 8.76 CHF | 62,500 | 62,500 | 62,500 | 62,500 | 566,343 CHF | 567,593 CHF | 100.00% | 100.00% |
14/11/2024 | 0.22% | 9.40 CHF | 9.42 CHF | 70,900 | 70,900 | 70,900 | 70,900 | 642,348 CHF | 643,766 CHF | 99.08% | 99.08% |
13/11/2024 | 0.25% | 7.97 CHF | 7.99 CHF | 70,400 | 70,400 | 70,400 | 70,400 | 567,576 CHF | 568,984 CHF | 100.00% | 100.00% |
12/11/2024 | 0.22% | 8.17 CHF | 8.19 CHF | 59,000 | 59,000 | 59,000 | 59,000 | 538,041 CHF | 539,221 CHF | 100.00% | 100.00% |
11/11/2024 | 0.20% | 10.03 CHF | 10.05 CHF | 63,200 | 63,200 | 63,200 | 63,200 | 638,145 CHF | 639,409 CHF | 100.00% | 100.00% |
08/11/2024 | 0.21% | 9.20 CHF | 9.22 CHF | 58,700 | 58,700 | 58,700 | 58,700 | 555,228 CHF | 556,402 CHF | 100.00% | 100.00% |
07/11/2024 | 0.20% | 10.17 CHF | 10.19 CHF | 62,900 | 62,900 | 62,900 | 62,900 | 624,269 CHF | 625,527 CHF | 99.67% | 99.67% |