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% | 8.07 CHF | 8.08 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 165,757 CHF | 166,055 CHF | 99.75% | 99.75% |
19/11/2024 | 0.23% | 8.01 CHF | 8.02 CHF | 52,000 | 52,000 | 20,967 | 20,967 | 164,597 CHF | 164,903 CHF | 99.97% | 99.97% |
18/11/2024 | 0.23% | 7.89 CHF | 7.90 CHF | 52,000 | 52,000 | 20,444 | 20,444 | 158,384 CHF | 158,679 CHF | 99.82% | 99.82% |
15/11/2024 | 0.22% | 7.87 CHF | 7.88 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 162,515 CHF | 162,803 CHF | 98.81% | 98.81% |
14/11/2024 | 0.21% | 8.54 CHF | 8.55 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 166,184 CHF | 166,466 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 8.42 CHF | 8.43 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 167,854 CHF | 168,136 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 8.77 CHF | 8.78 CHF | 49,000 | 49,000 | 18,151 | 18,151 | 160,642 CHF | 160,899 CHF | 95.71% | 99.64% |
11/11/2024 | 0.19% | 8.98 CHF | 8.99 CHF | 48,000 | 48,000 | 18,664 | 18,664 | 170,424 CHF | 170,693 CHF | 99.47% | 99.47% |
08/11/2024 | 0.19% | 9.19 CHF | 9.20 CHF | 47,000 | 47,000 | 18,323 | 18,323 | 171,276 CHF | 171,542 CHF | 99.85% | 99.85% |
07/11/2024 | 0.37% | 9.68 CHF | 9.69 CHF | 45,000 | 45,000 | 14,278 | 14,278 | 131,735 CHF | 131,994 CHF | 97.49% | 97.49% |