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 | 0.23% | 8.89 CHF | 8.91 CHF | 33,500 | 33,500 | 33,259 | 33,259 | 288,349 CHF | 289,014 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 8.69 CHF | 8.71 CHF | 33,100 | 33,100 | 33,882 | 33,882 | 296,659 CHF | 297,337 CHF | 100.00% | 100.00% |
18/11/2024 | 0.24% | 8.50 CHF | 8.52 CHF | 34,400 | 34,400 | 34,943 | 34,943 | 296,601 CHF | 297,300 CHF | 100.00% | 100.00% |
15/11/2024 | 0.24% | 8.49 CHF | 8.51 CHF | 35,300 | 35,300 | 34,819 | 34,819 | 290,024 CHF | 290,720 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 8.35 CHF | 8.37 CHF | 34,500 | 34,500 | 34,621 | 34,621 | 292,869 CHF | 293,561 CHF | 99.79% | 99.79% |
13/11/2024 | 0.24% | 8.66 CHF | 8.68 CHF | 34,700 | 34,700 | 34,157 | 34,157 | 287,892 CHF | 288,575 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 8.53 CHF | 8.55 CHF | 33,800 | 33,800 | 34,162 | 34,162 | 290,547 CHF | 291,230 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 8.42 CHF | 8.44 CHF | 34,400 | 34,400 | 34,883 | 34,883 | 292,688 CHF | 293,386 CHF | 100.00% | 100.00% |
08/11/2024 | 0.24% | 8.36 CHF | 8.38 CHF | 35,200 | 35,200 | 36,044 | 36,044 | 297,534 CHF | 298,253 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 8.05 CHF | 8.07 CHF | 36,600 | 36,600 | 35,218 | 35,218 | 280,289 CHF | 280,994 CHF | 100.00% | 100.00% |