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 | 0.24% | 8.23 CHF | 8.25 CHF | 34,100 | 34,100 | 34,341 | 34,341 | 289,944 CHF | 290,630 CHF | 100.00% | 100.00% |
19/11/2024 | 0.24% | 8.43 CHF | 8.45 CHF | 34,500 | 34,500 | 33,838 | 33,838 | 282,983 CHF | 283,660 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 8.63 CHF | 8.65 CHF | 33,400 | 33,400 | 32,917 | 32,917 | 284,354 CHF | 285,012 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 8.64 CHF | 8.66 CHF | 32,600 | 32,600 | 33,021 | 33,021 | 291,213 CHF | 291,874 CHF | 100.00% | 100.00% |
14/11/2024 | 0.23% | 8.81 CHF | 8.83 CHF | 33,300 | 33,300 | 33,180 | 33,180 | 288,276 CHF | 288,939 CHF | 99.91% | 99.91% |
13/11/2024 | 0.23% | 8.48 CHF | 8.50 CHF | 33,100 | 33,100 | 33,523 | 33,523 | 292,453 CHF | 293,124 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 8.62 CHF | 8.64 CHF | 33,800 | 33,800 | 33,499 | 33,499 | 289,828 CHF | 290,498 CHF | 100.00% | 100.00% |
11/11/2024 | 0.23% | 8.74 CHF | 8.76 CHF | 33,300 | 33,300 | 32,938 | 32,938 | 289,022 CHF | 289,681 CHF | 100.00% | 100.00% |
08/11/2024 | 0.22% | 8.82 CHF | 8.84 CHF | 32,700 | 32,700 | 32,037 | 32,037 | 286,083 CHF | 286,723 CHF | 100.00% | 100.00% |
07/11/2024 | 0.22% | 9.17 CHF | 9.19 CHF | 31,600 | 31,600 | 32,561 | 32,561 | 302,012 CHF | 302,663 CHF | 100.00% | 100.00% |