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% | 8.26 CHF | 8.27 CHF | 51,000 | 51,000 | 20,446 | 20,446 | 169,652 CHF | 169,950 CHF | 99.75% | 99.75% |
19/11/2024 | 0.23% | 8.20 CHF | 8.21 CHF | 52,000 | 52,000 | 20,967 | 20,967 | 168,589 CHF | 168,894 CHF | 99.97% | 99.97% |
18/11/2024 | 0.23% | 8.08 CHF | 8.09 CHF | 52,000 | 52,000 | 20,443 | 20,443 | 162,295 CHF | 162,590 CHF | 99.81% | 99.81% |
15/11/2024 | 0.21% | 8.06 CHF | 8.07 CHF | 52,000 | 52,000 | 20,059 | 20,059 | 166,357 CHF | 166,645 CHF | 98.81% | 98.81% |
14/11/2024 | 0.21% | 8.73 CHF | 8.74 CHF | 49,000 | 49,000 | 19,451 | 19,451 | 169,887 CHF | 170,168 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 8.61 CHF | 8.62 CHF | 50,000 | 50,000 | 19,513 | 19,513 | 171,575 CHF | 171,857 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 8.96 CHF | 8.97 CHF | 49,000 | 49,000 | 18,158 | 18,158 | 164,143 CHF | 164,400 CHF | 95.68% | 99.61% |
11/11/2024 | 0.19% | 9.17 CHF | 9.18 CHF | 48,000 | 48,000 | 18,665 | 18,665 | 173,958 CHF | 174,228 CHF | 99.47% | 99.47% |
08/11/2024 | 0.19% | 9.38 CHF | 9.39 CHF | 47,000 | 47,000 | 18,344 | 18,344 | 174,912 CHF | 175,177 CHF | 99.92% | 99.92% |
07/11/2024 | 0.36% | 9.87 CHF | 9.88 CHF | 45,000 | 45,000 | 14,297 | 14,297 | 134,614 CHF | 134,874 CHF | 97.55% | 97.55% |