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 | 0.22% | 8.17 CHF | 8.18 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 167,707 CHF | 168,006 CHF | 99.75% | 99.75% |
19/11/2024 | 0.23% | 8.10 CHF | 8.11 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 166,591 CHF | 166,897 CHF | 99.97% | 99.97% |
18/11/2024 | 0.23% | 7.98 CHF | 7.99 CHF | 52,000 | 52,000 | 20,444 | 20,444 | 160,350 CHF | 160,645 CHF | 99.81% | 99.81% |
15/11/2024 | 0.21% | 7.96 CHF | 7.97 CHF | 52,000 | 52,000 | 20,049 | 20,049 | 164,359 CHF | 164,648 CHF | 98.78% | 98.78% |
14/11/2024 | 0.21% | 8.63 CHF | 8.64 CHF | 49,000 | 49,000 | 19,455 | 19,455 | 168,053 CHF | 168,335 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 8.51 CHF | 8.52 CHF | 50,000 | 50,000 | 19,509 | 19,509 | 169,693 CHF | 169,976 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 8.86 CHF | 8.87 CHF | 49,000 | 49,000 | 18,151 | 18,151 | 162,350 CHF | 162,607 CHF | 95.66% | 99.59% |
11/11/2024 | 0.19% | 9.08 CHF | 9.09 CHF | 48,000 | 48,000 | 18,659 | 18,659 | 172,138 CHF | 172,407 CHF | 99.45% | 99.45% |
08/11/2024 | 0.19% | 9.28 CHF | 9.29 CHF | 47,000 | 47,000 | 18,341 | 18,341 | 173,157 CHF | 173,422 CHF | 99.91% | 99.91% |
07/11/2024 | 0.37% | 9.77 CHF | 9.78 CHF | 45,000 | 45,000 | 14,289 | 14,289 | 133,180 CHF | 133,440 CHF | 97.52% | 97.52% |