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 | 0.78% | 8.59 CHF | 8.65 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,381 CHF | 43,721 CHF | 100.00% | 100.00% |
19/11/2024 | 0.75% | 8.65 CHF | 8.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 42,984 CHF | 43,307 CHF | 100.00% | 100.00% |
18/11/2024 | 0.76% | 8.63 CHF | 8.69 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 42,783 CHF | 43,110 CHF | 100.00% | 100.00% |
15/11/2024 | 0.76% | 8.60 CHF | 8.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,564 CHF | 43,897 CHF | 100.00% | 100.00% |
14/11/2024 | 0.74% | 8.84 CHF | 8.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 44,102 CHF | 44,430 CHF | 100.00% | 100.00% |
13/11/2024 | 0.75% | 8.79 CHF | 8.86 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,918 CHF | 44,248 CHF | 99.99% | 99.99% |
12/11/2024 | 0.72% | 8.81 CHF | 8.88 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 44,127 CHF | 44,445 CHF | 100.00% | 100.00% |
11/11/2024 | 0.76% | 8.78 CHF | 8.85 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,909 CHF | 44,246 CHF | 100.00% | 100.00% |
08/11/2024 | 0.77% | 8.65 CHF | 8.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 43,470 CHF | 43,804 CHF | 100.00% | 100.00% |
07/11/2024 | 0.73% | 8.64 CHF | 8.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 42,852 CHF | 43,165 CHF | 100.00% | 100.00% |