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 | 641,546 CHF | 642,296 CHF | 99.96% | 99.96% |
19/11/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 632,904 CHF | 633,654 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 644,127 CHF | 644,877 CHF | 98.94% | 98.94% |
15/11/2024 | 0.11% | 8.51 CHF | 8.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 652,390 CHF | 653,140 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 667,997 CHF | 668,747 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 8.83 CHF | 8.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 664,549 CHF | 665,299 CHF | 99.88% | 99.88% |
12/11/2024 | 0.11% | 9.10 CHF | 9.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 693,919 CHF | 694,669 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 704,714 CHF | 705,464 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 682,736 CHF | 683,486 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 688,421 CHF | 689,171 CHF | 99.68% | 99.68% |