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 | 0.28% | 7.04 CHF | 7.06 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 391,320 CHF | 392,422 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 6.86 CHF | 6.88 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 388,852 CHF | 389,992 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 6.89 CHF | 6.91 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 390,227 CHF | 391,365 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 6.88 CHF | 6.90 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 388,272 CHF | 389,394 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 6.96 CHF | 6.98 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 390,520 CHF | 391,640 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 7.02 CHF | 7.04 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 391,668 CHF | 392,782 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.03 CHF | 7.05 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 393,920 CHF | 395,022 CHF | 99.85% | 99.85% |
11/11/2024 | 0.27% | 7.26 CHF | 7.28 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 392,441 CHF | 393,521 CHF | 99.64% | 99.64% |
08/11/2024 | 0.28% | 7.14 CHF | 7.16 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 391,177 CHF | 392,278 CHF | 98.71% | 98.71% |
07/11/2024 | 0.28% | 7.13 CHF | 7.15 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 392,786 CHF | 393,887 CHF | 100.00% | 100.00% |