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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.71% | 8.23 CHF | 8.26 CHF | 8,900 | 8,900 | 5,969 | 5,969 | 48,737 CHF | 49,054 CHF | 100.00% | 100.00% |
20/11/2024 | 0.72% | 7.91 CHF | 7.94 CHF | 9,100 | 9,100 | 6,072 | 6,072 | 48,667 CHF | 48,989 CHF | 100.00% | 100.00% |
19/11/2024 | 0.72% | 8.14 CHF | 8.17 CHF | 9,040 | 9,040 | 6,090 | 6,090 | 48,723 CHF | 49,045 CHF | 99.09% | 99.09% |
18/11/2024 | 0.73% | 8.11 CHF | 8.14 CHF | 9,060 | 9,060 | 6,121 | 6,121 | 48,311 CHF | 48,636 CHF | 99.83% | 99.83% |
15/11/2024 | 0.75% | 7.80 CHF | 7.83 CHF | 9,190 | 9,190 | 6,082 | 6,082 | 47,926 CHF | 48,259 CHF | 71.85% | 71.85% |
14/11/2024 | 0.74% | 7.97 CHF | 8.00 CHF | 9,130 | 9,130 | 6,140 | 6,140 | 48,078 CHF | 48,404 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 7.72 CHF | 7.75 CHF | 9,240 | 9,240 | 6,222 | 6,222 | 47,610 CHF | 47,940 CHF | 99.93% | 99.93% |
12/11/2024 | 0.75% | 7.79 CHF | 7.82 CHF | 9,230 | 9,230 | 6,215 | 6,215 | 47,710 CHF | 48,040 CHF | 100.00% | 100.00% |
11/11/2024 | 0.74% | 7.59 CHF | 7.62 CHF | 9,360 | 9,360 | 6,203 | 6,203 | 48,247 CHF | 48,575 CHF | 100.00% | 100.00% |
08/11/2024 | 0.73% | 7.86 CHF | 7.89 CHF | 9,280 | 9,280 | 6,207 | 6,207 | 49,114 CHF | 49,443 CHF | 100.00% | 100.00% |