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 | 0.14% | 7.23 CHF | 7.24 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 524,062 CHF | 524,780 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 523,493 CHF | 524,230 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 524,480 CHF | 525,217 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 7.07 CHF | 7.08 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 525,605 CHF | 526,342 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 521,045 CHF | 521,768 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 524,902 CHF | 525,637 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 522,379 CHF | 523,096 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 528,214 CHF | 528,931 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 524,930 CHF | 525,648 CHF | 99.18% | 99.18% |
07/11/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 522,007 CHF | 522,731 CHF | 100.00% | 100.00% |