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 | 0.23% | 7.98 CHF | 7.99 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 163,822 CHF | 164,121 CHF | 99.75% | 99.75% |
19/11/2024 | 0.23% | 7.91 CHF | 7.92 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 162,615 CHF | 162,920 CHF | 99.97% | 99.97% |
18/11/2024 | 0.24% | 7.79 CHF | 7.80 CHF | 52,000 | 52,000 | 20,445 | 20,445 | 156,470 CHF | 156,765 CHF | 99.82% | 99.82% |
15/11/2024 | 0.22% | 7.77 CHF | 7.78 CHF | 52,000 | 52,000 | 20,059 | 20,059 | 160,606 CHF | 160,895 CHF | 98.81% | 98.81% |
14/11/2024 | 0.21% | 8.44 CHF | 8.45 CHF | 49,000 | 49,000 | 19,455 | 19,455 | 164,343 CHF | 164,625 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 8.32 CHF | 8.33 CHF | 50,000 | 50,000 | 19,510 | 19,510 | 165,991 CHF | 166,273 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 8.67 CHF | 8.68 CHF | 49,000 | 49,000 | 18,150 | 18,150 | 158,901 CHF | 159,159 CHF | 95.66% | 99.59% |
11/11/2024 | 0.20% | 8.89 CHF | 8.90 CHF | 48,000 | 48,000 | 18,663 | 18,663 | 168,664 CHF | 168,933 CHF | 99.47% | 99.47% |
08/11/2024 | 0.19% | 9.09 CHF | 9.10 CHF | 47,000 | 47,000 | 18,339 | 18,339 | 169,714 CHF | 169,979 CHF | 99.90% | 99.90% |
07/11/2024 | 0.37% | 9.59 CHF | 9.60 CHF | 45,000 | 45,000 | 14,296 | 14,296 | 130,575 CHF | 130,835 CHF | 97.54% | 97.54% |