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% | 8.03 CHF | 8.04 CHF | 100,000 | 100,000 | 43,923 | 43,923 | 353,486 CHF | 353,927 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 100,000 | 100,000 | 45,725 | 45,725 | 360,826 CHF | 361,284 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 8.02 CHF | 8.03 CHF | 100,000 | 100,000 | 44,140 | 44,140 | 351,075 CHF | 351,517 CHF | 99.90% | 99.90% |
15/11/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 100,000 | 100,000 | 44,477 | 44,477 | 366,012 CHF | 366,458 CHF | 99.85% | 99.85% |
14/11/2024 | 0.20% | 8.41 CHF | 8.44 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 263,135 CHF | 263,708 CHF | 98.97% | 98.97% |
13/11/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 98,000 | 98,000 | 43,924 | 43,924 | 369,206 CHF | 369,646 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 97,000 | 97,000 | 43,715 | 43,715 | 370,316 CHF | 370,754 CHF | 97.99% | 97.99% |
11/11/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 98,000 | 98,000 | 44,141 | 44,141 | 372,164 CHF | 372,606 CHF | 99.50% | 99.50% |
08/11/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 98,000 | 98,000 | 43,875 | 43,875 | 370,648 CHF | 371,089 CHF | 99.18% | 99.18% |
07/11/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 97,000 | 97,000 | 44,201 | 44,201 | 365,974 CHF | 366,417 CHF | 99.74% | 99.74% |