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% | 8.44 CHF | 8.45 CHF | 29,000 | 29,000 | 28,728 | 28,728 | 243,485 CHF | 243,773 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 29,000 | 29,000 | 28,725 | 28,725 | 241,658 CHF | 241,946 CHF | 98.92% | 98.92% |
18/11/2024 | 0.12% | 8.33 CHF | 8.34 CHF | 30,000 | 30,000 | 29,650 | 29,650 | 244,159 CHF | 244,456 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 30,000 | 30,000 | 30,032 | 30,032 | 240,771 CHF | 241,072 CHF | 72.16% | 72.16% |
14/11/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 30,000 | 30,000 | 30,475 | 30,475 | 239,343 CHF | 239,648 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.96 CHF | 7.97 CHF | 30,000 | 30,000 | 30,503 | 30,503 | 242,258 CHF | 242,563 CHF | 99.34% | 99.34% |
12/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 31,000 | 31,000 | 29,865 | 29,865 | 238,781 CHF | 239,080 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.13 CHF | 8.14 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 243,232 CHF | 243,529 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 237,399 CHF | 237,706 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 240,842 CHF | 241,149 CHF | 100.00% | 100.00% |