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 | 0.12% | 8.10 CHF | 8.11 CHF | 69,000 | 69,000 | 69,241 | 69,241 | 567,802 CHF | 568,494 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 69,400 | 69,400 | 68,798 | 68,798 | 561,478 CHF | 562,166 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 68,400 | 68,400 | 67,978 | 67,978 | 563,748 CHF | 564,428 CHF | 100.00% | 100.00% |
15/11/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 67,700 | 67,700 | 68,061 | 68,061 | 570,204 CHF | 570,884 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 68,300 | 68,300 | 68,180 | 68,180 | 566,947 CHF | 567,629 CHF | 99.91% | 99.91% |
13/11/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 68,100 | 68,100 | 68,462 | 68,462 | 570,445 CHF | 571,130 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 68,700 | 68,700 | 68,459 | 68,459 | 568,018 CHF | 568,702 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 68,300 | 68,300 | 67,938 | 67,938 | 567,645 CHF | 568,324 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 67,700 | 67,700 | 67,097 | 67,097 | 565,524 CHF | 566,195 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 66,700 | 66,700 | 67,661 | 67,661 | 581,100 CHF | 581,777 CHF | 100.00% | 100.00% |