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 | 1.32% | 7.92 CHF | 8.03 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 8,327 CHF | 8,437 CHF | 100.00% | 100.00% |
19/11/2024 | 1.32% | 8.38 CHF | 8.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 8,372 CHF | 8,483 CHF | 100.00% | 100.00% |
18/11/2024 | 1.29% | 8.25 CHF | 8.36 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 8,123 CHF | 8,228 CHF | 100.00% | 100.00% |
15/11/2024 | 1.41% | 7.75 CHF | 7.86 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,756 CHF | 7,865 CHF | 100.00% | 100.00% |
14/11/2024 | 1.29% | 8.13 CHF | 8.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,896 CHF | 7,998 CHF | 100.00% | 100.00% |
13/11/2024 | 1.38% | 7.77 CHF | 7.88 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,780 CHF | 7,889 CHF | 100.00% | 100.00% |
12/11/2024 | 1.34% | 8.46 CHF | 8.57 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 8,592 CHF | 8,708 CHF | 100.00% | 100.00% |
11/11/2024 | 1.24% | 9.36 CHF | 9.48 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 9,440 CHF | 9,557 CHF | 100.00% | 100.00% |
08/11/2024 | 1.24% | 9.47 CHF | 9.59 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 9,517 CHF | 9,636 CHF | 100.00% | 100.00% |
07/11/2024 | 1.21% | 9.51 CHF | 9.63 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 9,788 CHF | 9,907 CHF | 100.00% | 100.00% |