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% | 8.39 CHF | 8.40 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 2,175,980 CHF | 697,113 CHF | 99.35% | 99.35% |
19/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 2,126,420 CHF | 681,255 CHF | 97.30% | 97.30% |
18/11/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 2,021,390 CHF | 647,644 CHF | 96.72% | 96.72% |
15/11/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,863,500 CHF | 597,119 CHF | 99.35% | 99.35% |
14/11/2024 | 0.13% | 7.30 CHF | 7.31 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,934,010 CHF | 619,684 CHF | 98.24% | 98.24% |
13/11/2024 | 0.12% | 8.43 CHF | 8.44 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 2,076,690 CHF | 665,341 CHF | 96.84% | 96.84% |
12/11/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 2,136,180 CHF | 684,377 CHF | 80.23% | 80.23% |
11/11/2024 | 0.12% | 8.44 CHF | 8.45 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 2,047,440 CHF | 655,980 CHF | 95.96% | 95.96% |
08/11/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,648,050 CHF | 528,175 CHF | 93.18% | 93.18% |
07/11/2024 | 0.16% | 6.50 CHF | 6.51 CHF | 250,000 | 80,000 | 250,000 | 80,000 | 1,567,960 CHF | 502,548 CHF | 98.64% | 98.64% |