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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/12/2024 | 0.83% | 7.11 CHF | 7.17 CHF | 11,200 | 11,200 | 11,200 | 11,200 | 80,525 CHF | 81,197 CHF | 100.00% | 100.00% |
09/12/2024 | 0.79% | 7.35 CHF | 7.41 CHF | 10,800 | 10,800 | 10,706 | 10,706 | 81,459 CHF | 82,102 CHF | 100.00% | 100.00% |
06/12/2024 | 0.86% | 7.84 CHF | 7.91 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 80,850 CHF | 81,550 CHF | 100.00% | 100.00% |
05/12/2024 | 0.73% | 8.46 CHF | 8.52 CHF | 10,700 | 10,700 | 10,700 | 10,700 | 87,771 CHF | 88,413 CHF | 99.11% | 99.11% |
04/12/2024 | 0.88% | 7.68 CHF | 7.75 CHF | 10,000 | 10,000 | 9,991 | 9,991 | 79,046 CHF | 79,745 CHF | 99.75% | 99.75% |
03/12/2024 | 0.84% | 8.20 CHF | 8.27 CHF | 9,700 | 9,700 | 9,700 | 9,700 | 80,720 CHF | 81,399 CHF | 100.00% | 100.00% |
02/12/2024 | 0.71% | 8.68 CHF | 8.74 CHF | 10,100 | 10,100 | 10,196 | 10,196 | 86,281 CHF | 86,893 CHF | 100.00% | 100.00% |
29/11/2024 | 0.77% | 7.98 CHF | 8.04 CHF | 10,600 | 10,600 | 10,600 | 10,600 | 82,597 CHF | 83,233 CHF | 100.00% | 100.00% |
28/11/2024 | 0.78% | 7.68 CHF | 7.74 CHF | 11,100 | 11,100 | 11,104 | 11,104 | 84,649 CHF | 85,315 CHF | 99.91% | 99.91% |
27/11/2024 | 0.82% | 7.51 CHF | 7.57 CHF | 11,000 | 11,000 | 11,087 | 11,087 | 80,982 CHF | 81,647 CHF | 100.00% | 100.00% |