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 | 0.77% | 8.87 CHF | 8.90 CHF | 8,800 | 8,800 | 3,927 | 3,927 | 35,327 CHF | 35,540 CHF | 98.90% | 98.90% |
19/11/2024 | 0.78% | 9.06 CHF | 9.09 CHF | 8,600 | 8,600 | 3,893 | 3,893 | 34,881 CHF | 35,092 CHF | 98.85% | 98.85% |
18/11/2024 | 0.75% | 9.34 CHF | 9.37 CHF | 8,400 | 8,400 | 3,770 | 3,770 | 35,160 CHF | 35,365 CHF | 99.74% | 99.74% |
15/11/2024 | 0.72% | 9.04 CHF | 9.07 CHF | 9,000 | 9,000 | 4,069 | 4,069 | 35,683 CHF | 35,884 CHF | 98.92% | 98.92% |
14/11/2024 | 0.73% | 8.86 CHF | 8.89 CHF | 9,000 | 9,000 | 4,058 | 4,058 | 35,899 CHF | 36,097 CHF | 97.68% | 97.68% |
13/11/2024 | 0.69% | 9.01 CHF | 9.03 CHF | 9,000 | 9,000 | 4,088 | 4,088 | 35,885 CHF | 36,066 CHF | 98.95% | 98.95% |
12/11/2024 | 0.80% | 8.90 CHF | 8.93 CHF | 9,000 | 9,000 | 4,045 | 4,045 | 35,742 CHF | 35,962 CHF | 99.35% | 99.35% |
11/11/2024 | 0.70% | 8.84 CHF | 8.86 CHF | 9,600 | 9,600 | 4,365 | 4,365 | 37,844 CHF | 38,038 CHF | 98.88% | 98.88% |
08/11/2024 | 0.74% | 8.16 CHF | 8.18 CHF | 10,000 | 10,000 | 4,491 | 4,491 | 36,452 CHF | 36,651 CHF | 98.84% | 98.84% |
07/11/2024 | 0.72% | 7.85 CHF | 7.87 CHF | 9,700 | 9,700 | 4,315 | 4,315 | 35,144 CHF | 35,334 CHF | 98.17% | 98.17% |