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% | 8.58 CHF | 8.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 654,072 CHF | 654,822 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 645,493 CHF | 646,243 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 656,682 CHF | 657,432 CHF | 98.93% | 98.93% |
15/11/2024 | 0.11% | 8.67 CHF | 8.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 664,924 CHF | 665,674 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 680,518 CHF | 681,268 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 677,053 CHF | 677,803 CHF | 99.86% | 99.86% |
12/11/2024 | 0.11% | 9.27 CHF | 9.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 706,453 CHF | 707,203 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.61 CHF | 9.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 717,261 CHF | 718,011 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 695,274 CHF | 696,024 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 700,918 CHF | 701,668 CHF | 99.67% | 99.67% |