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 | 0.27% | 7.21 CHF | 7.23 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 400,842 CHF | 401,945 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 7.02 CHF | 7.04 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 398,354 CHF | 399,493 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 7.06 CHF | 7.08 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 399,805 CHF | 400,943 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 7.05 CHF | 7.07 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 397,741 CHF | 398,864 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 7.13 CHF | 7.15 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 400,081 CHF | 401,201 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 7.19 CHF | 7.21 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 401,259 CHF | 402,372 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 7.20 CHF | 7.22 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 403,458 CHF | 404,560 CHF | 99.85% | 99.85% |
11/11/2024 | 0.27% | 7.44 CHF | 7.46 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 401,970 CHF | 403,050 CHF | 99.73% | 99.73% |
08/11/2024 | 0.27% | 7.32 CHF | 7.34 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 400,691 CHF | 401,792 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 7.30 CHF | 7.32 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 402,328 CHF | 403,428 CHF | 100.00% | 100.00% |