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 | 0.12% | 8.41 CHF | 8.42 CHF | 79,900 | 79,900 | 80,260 | 80,260 | 673,284 CHF | 674,087 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 80,500 | 80,500 | 79,656 | 79,656 | 660,774 CHF | 661,571 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 79,100 | 79,100 | 79,100 | 79,100 | 668,418 CHF | 669,209 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 79,100 | 79,100 | 78,978 | 78,978 | 670,670 CHF | 671,459 CHF | 98.67% | 98.67% |
14/11/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 78,900 | 78,900 | 80,050 | 80,050 | 682,373 CHF | 683,173 CHF | 99.91% | 99.91% |
13/11/2024 | 0.12% | 8.33 CHF | 8.34 CHF | 80,800 | 80,800 | 80,980 | 80,980 | 671,338 CHF | 672,148 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 81,100 | 81,100 | 81,340 | 81,340 | 670,690 CHF | 671,504 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 81,500 | 81,500 | 82,823 | 82,823 | 675,629 CHF | 676,457 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.96 CHF | 7.97 CHF | 83,700 | 83,700 | 83,218 | 83,218 | 656,698 CHF | 657,530 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 82,900 | 82,900 | 82,658 | 82,658 | 660,189 CHF | 661,016 CHF | 100.00% | 100.00% |