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 | 0.72% | 9.44 CHF | 9.48 CHF | 50,000 | 50,000 | 25,336 | 25,336 | 238,807 CHF | 240,276 CHF | 99.66% | 99.66% |
19/11/2024 | 0.77% | 9.00 CHF | 9.04 CHF | 50,000 | 50,000 | 25,334 | 25,334 | 224,218 CHF | 225,694 CHF | 99.67% | 99.67% |
18/11/2024 | 0.80% | 8.81 CHF | 8.85 CHF | 50,000 | 50,000 | 25,335 | 25,335 | 214,988 CHF | 216,456 CHF | 99.63% | 99.63% |
15/11/2024 | 0.78% | 8.44 CHF | 8.48 CHF | 50,000 | 50,000 | 25,331 | 25,331 | 217,720 CHF | 219,194 CHF | 99.67% | 99.67% |
14/11/2024 | 0.78% | 8.77 CHF | 8.80 CHF | 50,000 | 50,000 | 25,331 | 25,331 | 221,151 CHF | 222,620 CHF | 99.67% | 99.67% |
13/11/2024 | 0.79% | 8.60 CHF | 8.64 CHF | 50,000 | 50,000 | 25,657 | 25,657 | 217,584 CHF | 219,074 CHF | 97.60% | 97.60% |
12/11/2024 | 0.83% | 8.23 CHF | 8.26 CHF | 50,000 | 50,000 | 25,332 | 25,332 | 207,123 CHF | 208,594 CHF | 99.67% | 99.67% |
11/11/2024 | 0.85% | 8.09 CHF | 8.13 CHF | 50,000 | 50,000 | 25,332 | 25,332 | 202,183 CHF | 203,662 CHF | 99.67% | 99.67% |
08/11/2024 | 0.86% | 7.82 CHF | 7.86 CHF | 50,000 | 50,000 | 25,384 | 25,384 | 199,797 CHF | 201,272 CHF | 99.67% | 99.67% |
07/11/2024 | 0.88% | 7.78 CHF | 7.82 CHF | 50,000 | 50,000 | 25,380 | 25,380 | 194,167 CHF | 195,635 CHF | 99.67% | 99.67% |