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 | 666,361 CHF | 667,111 CHF | 99.96% | 99.96% |
19/11/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 657,948 CHF | 658,698 CHF | 100.00% | 100.00% |
18/11/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 669,089 CHF | 669,839 CHF | 98.89% | 98.89% |
15/11/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 677,326 CHF | 678,076 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 692,852 CHF | 693,602 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 689,404 CHF | 690,154 CHF | 99.88% | 99.88% |
12/11/2024 | 0.10% | 9.43 CHF | 9.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 718,861 CHF | 719,611 CHF | 100.00% | 100.00% |
11/11/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 729,649 CHF | 730,399 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 707,670 CHF | 708,420 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.57 CHF | 9.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 713,223 CHF | 713,973 CHF | 99.68% | 99.68% |