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% | 8.74 CHF | 8.75 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 210,655 CHF | 210,895 CHF | 99.47% | 99.47% |
19/11/2024 | 0.11% | 8.67 CHF | 8.68 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 209,139 CHF | 209,379 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.62 CHF | 8.63 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 204,761 CHF | 205,001 CHF | 99.89% | 99.89% |
15/11/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 207,808 CHF | 208,058 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 203,702 CHF | 203,952 CHF | 98.66% | 98.66% |
13/11/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 205,933 CHF | 206,183 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 207,304 CHF | 207,554 CHF | 99.88% | 99.88% |
11/11/2024 | 0.12% | 8.43 CHF | 8.44 CHF | 24,000 | 24,000 | 24,002 | 24,002 | 203,574 CHF | 203,814 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 200,573 CHF | 200,823 CHF | 98.29% | 98.29% |
07/11/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 203,426 CHF | 203,676 CHF | 100.00% | 100.00% |