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 | 0.13% | 7.79 CHF | 7.80 CHF | 34,000 | 34,000 | 33,323 | 33,323 | 261,100 CHF | 261,433 CHF | 98.88% | 98.88% |
19/11/2024 | 0.13% | 7.72 CHF | 7.73 CHF | 34,000 | 34,000 | 33,956 | 33,956 | 260,656 CHF | 260,996 CHF | 97.93% | 97.93% |
18/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 33,000 | 33,000 | 32,509 | 32,509 | 261,979 CHF | 262,304 CHF | 99.90% | 99.90% |
15/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 32,000 | 32,000 | 31,665 | 31,665 | 260,888 CHF | 261,204 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 31,000 | 31,000 | 31,773 | 31,773 | 260,945 CHF | 261,263 CHF | 98.58% | 98.58% |
13/11/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 32,000 | 32,000 | 32,000 | 32,000 | 259,181 CHF | 259,501 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 7.98 CHF | 7.99 CHF | 32,000 | 32,000 | 32,000 | 32,000 | 259,546 CHF | 259,866 CHF | 99.88% | 99.88% |
11/11/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 32,000 | 32,000 | 32,000 | 32,000 | 258,237 CHF | 258,557 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.96 CHF | 7.97 CHF | 32,000 | 32,000 | 32,270 | 32,270 | 256,624 CHF | 256,947 CHF | 98.60% | 98.60% |
07/11/2024 | 0.12% | 8.01 CHF | 8.02 CHF | 32,000 | 32,000 | 31,982 | 31,982 | 259,350 CHF | 259,670 CHF | 100.00% | 100.00% |