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 | 0.13% | 7.73 CHF | 7.74 CHF | 34,000 | 34,000 | 33,859 | 33,859 | 263,576 CHF | 263,915 CHF | 99.44% | 99.44% |
19/11/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 34,000 | 34,000 | 33,917 | 33,917 | 261,233 CHF | 261,572 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 261,895 CHF | 262,233 CHF | 99.88% | 99.88% |
15/11/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 34,000 | 34,000 | 33,860 | 33,860 | 262,231 CHF | 262,570 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 34,000 | 34,000 | 34,283 | 34,283 | 262,990 CHF | 263,333 CHF | 98.50% | 98.50% |
13/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 35,000 | 35,000 | 34,099 | 34,099 | 261,326 CHF | 261,667 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 35,000 | 35,000 | 33,863 | 33,863 | 262,378 CHF | 262,717 CHF | 99.90% | 99.90% |
11/11/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 34,000 | 34,000 | 33,747 | 33,747 | 266,101 CHF | 266,439 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 34,000 | 34,000 | 33,858 | 33,858 | 262,034 CHF | 262,373 CHF | 99.05% | 99.05% |
07/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 34,000 | 34,000 | 33,842 | 33,842 | 262,748 CHF | 263,086 CHF | 100.00% | 100.00% |