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% | 8.42 CHF | 8.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 641,780 CHF | 642,530 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 633,097 CHF | 633,847 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 644,319 CHF | 645,069 CHF | 98.93% | 98.93% |
15/11/2024 | 0.11% | 8.51 CHF | 8.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 652,599 CHF | 653,349 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 668,202 CHF | 668,952 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 664,762 CHF | 665,512 CHF | 99.88% | 99.88% |
12/11/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 694,124 CHF | 694,874 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.45 CHF | 9.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 704,915 CHF | 705,665 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 682,933 CHF | 683,683 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 688,636 CHF | 689,386 CHF | 99.67% | 99.67% |