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% | 7.92 CHF | 7.93 CHF | 67,400 | 67,400 | 66,860 | 66,860 | 531,312 CHF | 531,981 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 66,500 | 66,500 | 67,886 | 67,886 | 547,233 CHF | 547,912 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 68,800 | 68,800 | 68,740 | 68,740 | 541,893 CHF | 542,580 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 68,800 | 68,800 | 69,106 | 69,106 | 541,694 CHF | 542,386 CHF | 98.67% | 98.67% |
14/11/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 69,300 | 69,300 | 67,179 | 67,179 | 524,165 CHF | 524,837 CHF | 99.79% | 99.79% |
13/11/2024 | 0.12% | 8.04 CHF | 8.05 CHF | 65,800 | 65,800 | 65,500 | 65,500 | 530,029 CHF | 530,684 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 65,400 | 65,400 | 65,039 | 65,039 | 529,957 CHF | 530,607 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 64,800 | 64,800 | 62,636 | 62,636 | 517,468 CHF | 518,094 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 61,200 | 61,200 | 61,983 | 61,983 | 534,980 CHF | 535,599 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 62,500 | 62,500 | 62,863 | 62,863 | 534,604 CHF | 535,233 CHF | 100.00% | 100.00% |