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% | 7.30 CHF | 7.32 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 405,686 CHF | 406,788 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 7.12 CHF | 7.14 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 403,663 CHF | 404,802 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 7.15 CHF | 7.17 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 405,019 CHF | 406,156 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 7.14 CHF | 7.16 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 402,860 CHF | 403,982 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 7.22 CHF | 7.24 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 405,080 CHF | 406,200 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 7.28 CHF | 7.30 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 406,207 CHF | 407,321 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 7.29 CHF | 7.31 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 408,242 CHF | 409,344 CHF | 99.85% | 99.85% |
11/11/2024 | 0.27% | 7.52 CHF | 7.54 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 406,487 CHF | 407,567 CHF | 99.68% | 99.68% |
08/11/2024 | 0.27% | 7.40 CHF | 7.42 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 405,481 CHF | 406,582 CHF | 98.79% | 98.79% |
07/11/2024 | 0.27% | 7.39 CHF | 7.41 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 407,092 CHF | 408,192 CHF | 100.00% | 100.00% |