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% | 7.88 CHF | 7.89 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 161,868 CHF | 162,166 CHF | 99.75% | 99.75% |
19/11/2024 | 0.24% | 7.82 CHF | 7.83 CHF | 52,000 | 52,000 | 20,967 | 20,967 | 160,618 CHF | 160,924 CHF | 99.97% | 99.97% |
18/11/2024 | 0.24% | 7.70 CHF | 7.71 CHF | 52,000 | 52,000 | 20,444 | 20,444 | 154,491 CHF | 154,786 CHF | 99.82% | 99.82% |
15/11/2024 | 0.22% | 7.67 CHF | 7.68 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 158,687 CHF | 158,975 CHF | 98.81% | 98.81% |
14/11/2024 | 0.22% | 8.34 CHF | 8.35 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 162,470 CHF | 162,752 CHF | 100.00% | 100.00% |
13/11/2024 | 0.21% | 8.23 CHF | 8.24 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 164,130 CHF | 164,412 CHF | 100.00% | 100.00% |
12/11/2024 | 0.25% | 8.58 CHF | 8.59 CHF | 49,000 | 49,000 | 18,156 | 18,156 | 157,228 CHF | 157,485 CHF | 95.68% | 99.61% |
11/11/2024 | 0.20% | 8.79 CHF | 8.80 CHF | 48,000 | 48,000 | 18,664 | 18,664 | 166,880 CHF | 167,149 CHF | 99.47% | 99.47% |
08/11/2024 | 0.19% | 9.00 CHF | 9.01 CHF | 47,000 | 47,000 | 18,330 | 18,330 | 167,902 CHF | 168,168 CHF | 99.87% | 99.87% |
07/11/2024 | 0.38% | 9.49 CHF | 9.50 CHF | 45,000 | 45,000 | 14,289 | 14,289 | 129,164 CHF | 129,424 CHF | 97.52% | 97.52% |