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 | 0.54% | 9.13 CHF | 9.15 CHF | 150,000 | 150,000 | 123,022 | 123,022 | 1,144,620 CHF | 1,147,330 CHF | 100.00% | 100.00% |
19/11/2024 | 0.57% | 9.03 CHF | 9.05 CHF | 150,000 | 150,000 | 122,943 | 122,943 | 1,088,430 CHF | 1,091,140 CHF | 99.93% | 99.93% |
18/11/2024 | 0.56% | 8.57 CHF | 8.59 CHF | 150,000 | 150,000 | 122,982 | 122,982 | 1,076,930 CHF | 1,079,630 CHF | 100.00% | 100.00% |
15/11/2024 | 0.53% | 9.08 CHF | 9.10 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,156,740 CHF | 1,159,440 CHF | 100.00% | 100.00% |
14/11/2024 | 0.60% | 9.15 CHF | 9.17 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,069,240 CHF | 1,071,940 CHF | 99.08% | 99.08% |
13/11/2024 | 0.64% | 8.40 CHF | 8.42 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,014,050 CHF | 1,016,760 CHF | 100.00% | 100.00% |
12/11/2024 | 0.72% | 7.69 CHF | 7.71 CHF | 150,000 | 150,000 | 123,066 | 123,066 | 901,664 CHF | 904,368 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 6.63 CHF | 6.65 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 820,619 CHF | 823,323 CHF | 100.00% | 100.00% |
08/11/2024 | 0.75% | 6.48 CHF | 6.50 CHF | 150,000 | 150,000 | 123,006 | 123,006 | 822,530 CHF | 825,234 CHF | 100.00% | 100.00% |
07/11/2024 | 1.15% | 6.73 CHF | 6.75 CHF | 150,000 | 150,000 | 123,041 | 123,041 | 781,254 CHF | 784,601 CHF | 100.00% | 100.00% |