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% | 8.54 CHF | 8.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 217,899 CHF | 218,149 CHF | 99.39% | 99.39% |
19/11/2024 | 0.12% | 8.66 CHF | 8.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 216,725 CHF | 216,975 CHF | 99.27% | 99.27% |
18/11/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 235,420 CHF | 235,670 CHF | 99.30% | 99.30% |
15/11/2024 | 0.10% | 9.64 CHF | 9.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 241,844 CHF | 242,094 CHF | 99.38% | 99.38% |
14/11/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 249,137 CHF | 249,387 CHF | 99.35% | 99.35% |
13/11/2024 | 0.11% | 8.80 CHF | 8.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 219,979 CHF | 220,229 CHF | 87.91% | 87.91% |
12/11/2024 | 0.11% | 8.73 CHF | 8.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 228,367 CHF | 228,617 CHF | 99.08% | 99.08% |
11/11/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 239,321 CHF | 239,571 CHF | 99.30% | 99.30% |
08/11/2024 | 0.11% | 9.26 CHF | 9.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 235,005 CHF | 235,255 CHF | 99.39% | 99.39% |
07/11/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 239,813 CHF | 240,063 CHF | 99.27% | 99.27% |