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% | 8.75 CHF | 8.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 666,326 CHF | 667,076 CHF | 100.00% | 100.00% |
19/11/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 657,878 CHF | 658,628 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 669,041 CHF | 669,791 CHF | 98.93% | 98.93% |
15/11/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 677,277 CHF | 678,027 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 692,815 CHF | 693,565 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 689,367 CHF | 690,117 CHF | 99.88% | 99.88% |
12/11/2024 | 0.10% | 9.43 CHF | 9.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 718,813 CHF | 719,563 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 729,598 CHF | 730,348 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 707,614 CHF | 708,364 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.57 CHF | 9.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 713,193 CHF | 713,943 CHF | 99.68% | 99.68% |