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% | 8.39 CHF | 8.40 CHF | 51,000 | 51,000 | 20,446 | 20,446 | 172,197 CHF | 172,496 CHF | 99.75% | 99.75% |
19/11/2024 | 0.22% | 8.32 CHF | 8.33 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 171,162 CHF | 171,468 CHF | 99.97% | 99.97% |
18/11/2024 | 0.22% | 8.20 CHF | 8.21 CHF | 52,000 | 52,000 | 20,465 | 20,465 | 164,986 CHF | 165,281 CHF | 99.88% | 99.88% |
15/11/2024 | 0.21% | 8.18 CHF | 8.19 CHF | 52,000 | 52,000 | 20,059 | 20,059 | 168,868 CHF | 169,157 CHF | 98.81% | 98.81% |
14/11/2024 | 0.20% | 8.85 CHF | 8.86 CHF | 49,000 | 49,000 | 19,451 | 19,451 | 172,365 CHF | 172,647 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 8.74 CHF | 8.75 CHF | 50,000 | 50,000 | 19,513 | 19,513 | 174,059 CHF | 174,341 CHF | 100.00% | 100.00% |
12/11/2024 | 0.23% | 9.08 CHF | 9.09 CHF | 49,000 | 49,000 | 18,128 | 18,128 | 166,212 CHF | 166,469 CHF | 95.89% | 99.82% |
11/11/2024 | 0.19% | 9.30 CHF | 9.31 CHF | 48,000 | 48,000 | 18,698 | 18,698 | 176,710 CHF | 176,980 CHF | 99.59% | 99.59% |
08/11/2024 | 0.18% | 9.51 CHF | 9.52 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 177,524 CHF | 177,790 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 10.00 CHF | 10.01 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 138,084 CHF | 138,345 CHF | 98.05% | 98.05% |