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 | 653,976 CHF | 654,726 CHF | 99.96% | 99.96% |
19/11/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 645,436 CHF | 646,186 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 656,609 CHF | 657,359 CHF | 98.94% | 98.94% |
15/11/2024 | 0.11% | 8.67 CHF | 8.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 664,849 CHF | 665,599 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 680,429 CHF | 681,179 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 676,965 CHF | 677,715 CHF | 99.87% | 99.87% |
12/11/2024 | 0.11% | 9.27 CHF | 9.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 706,379 CHF | 707,129 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.61 CHF | 9.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 717,188 CHF | 717,938 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 695,201 CHF | 695,951 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 700,831 CHF | 701,581 CHF | 99.68% | 99.68% |