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 | 0.22% | 9.12 CHF | 9.14 CHF | 37,600 | 37,600 | 37,960 | 37,960 | 344,350 CHF | 345,109 CHF | 100.00% | 100.00% |
19/11/2024 | 0.23% | 8.81 CHF | 8.83 CHF | 38,200 | 38,200 | 37,236 | 37,236 | 330,307 CHF | 331,052 CHF | 100.00% | 100.00% |
18/11/2024 | 0.22% | 9.11 CHF | 9.13 CHF | 36,600 | 36,600 | 36,600 | 36,600 | 337,120 CHF | 337,852 CHF | 100.00% | 100.00% |
15/11/2024 | 0.21% | 9.30 CHF | 9.32 CHF | 36,700 | 36,700 | 36,516 | 36,516 | 339,704 CHF | 340,434 CHF | 98.67% | 98.67% |
14/11/2024 | 0.21% | 9.25 CHF | 9.27 CHF | 36,400 | 36,400 | 37,612 | 37,612 | 352,604 CHF | 353,356 CHF | 99.79% | 99.79% |
13/11/2024 | 0.23% | 8.96 CHF | 8.98 CHF | 38,500 | 38,500 | 38,680 | 38,680 | 343,260 CHF | 344,033 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 8.80 CHF | 8.82 CHF | 38,800 | 38,800 | 39,040 | 39,040 | 342,747 CHF | 343,528 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 8.65 CHF | 8.67 CHF | 39,200 | 39,200 | 40,703 | 40,703 | 349,765 CHF | 350,579 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 8.19 CHF | 8.21 CHF | 41,700 | 41,700 | 41,097 | 41,097 | 330,921 CHF | 331,743 CHF | 100.00% | 100.00% |
07/11/2024 | 0.24% | 8.05 CHF | 8.07 CHF | 40,700 | 40,700 | 40,458 | 40,458 | 333,789 CHF | 334,598 CHF | 100.00% | 100.00% |