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% | 8.19 CHF | 8.20 CHF | 51,000 | 51,000 | 20,449 | 20,449 | 168,206 CHF | 168,505 CHF | 99.76% | 99.76% |
19/11/2024 | 0.23% | 8.13 CHF | 8.14 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 167,056 CHF | 167,362 CHF | 99.97% | 99.97% |
18/11/2024 | 0.23% | 8.00 CHF | 8.01 CHF | 52,000 | 52,000 | 20,469 | 20,469 | 160,982 CHF | 161,277 CHF | 99.89% | 99.89% |
15/11/2024 | 0.21% | 7.98 CHF | 7.99 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 164,906 CHF | 165,194 CHF | 98.81% | 98.81% |
14/11/2024 | 0.21% | 8.66 CHF | 8.67 CHF | 49,000 | 49,000 | 19,456 | 19,456 | 168,577 CHF | 168,859 CHF | 100.00% | 100.00% |
13/11/2024 | 0.20% | 8.54 CHF | 8.55 CHF | 50,000 | 50,000 | 19,510 | 19,510 | 170,214 CHF | 170,497 CHF | 100.00% | 100.00% |
12/11/2024 | 0.24% | 8.89 CHF | 8.90 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 162,643 CHF | 162,899 CHF | 95.89% | 99.82% |
11/11/2024 | 0.19% | 9.10 CHF | 9.11 CHF | 48,000 | 48,000 | 18,699 | 18,699 | 173,061 CHF | 173,331 CHF | 99.59% | 99.59% |
08/11/2024 | 0.19% | 9.31 CHF | 9.32 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 173,982 CHF | 174,248 CHF | 100.00% | 100.00% |
07/11/2024 | 0.36% | 9.81 CHF | 9.82 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 135,297 CHF | 135,558 CHF | 98.05% | 98.05% |