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 | 0.80% | 8.69 CHF | 8.76 CHF | 12,700 | 12,700 | 12,700 | 12,700 | 110,283 CHF | 111,172 CHF | 100.00% | 100.00% |
19/11/2024 | 0.86% | 8.08 CHF | 8.15 CHF | 13,300 | 13,300 | 13,052 | 13,052 | 105,459 CHF | 106,372 CHF | 99.85% | 99.85% |
18/11/2024 | 0.84% | 8.14 CHF | 8.21 CHF | 12,600 | 12,600 | 12,643 | 12,643 | 104,974 CHF | 105,859 CHF | 100.00% | 100.00% |
15/11/2024 | 0.84% | 8.24 CHF | 8.31 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 103,566 CHF | 104,441 CHF | 100.00% | 100.00% |
14/11/2024 | 0.86% | 8.33 CHF | 8.40 CHF | 12,500 | 12,500 | 12,766 | 12,766 | 103,500 CHF | 104,394 CHF | 100.00% | 100.00% |
13/11/2024 | 0.84% | 8.28 CHF | 8.35 CHF | 12,600 | 12,600 | 12,600 | 12,600 | 104,700 CHF | 105,582 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 8.27 CHF | 8.34 CHF | 12,200 | 12,200 | 12,200 | 12,200 | 102,696 CHF | 103,550 CHF | 99.88% | 99.88% |
11/11/2024 | 0.79% | 8.78 CHF | 8.85 CHF | 12,100 | 12,100 | 12,100 | 12,100 | 106,518 CHF | 107,365 CHF | 100.00% | 100.00% |
08/11/2024 | 0.91% | 8.61 CHF | 8.69 CHF | 11,200 | 11,200 | 11,200 | 11,200 | 97,778 CHF | 98,674 CHF | 98.90% | 98.90% |
07/11/2024 | 0.73% | 9.72 CHF | 9.79 CHF | 12,300 | 12,300 | 12,300 | 12,300 | 117,421 CHF | 118,282 CHF | 100.00% | 100.00% |