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 | 0.26% | 7.45 CHF | 7.47 CHF | 6,700 | 6,700 | 6,646 | 6,646 | 50,694 CHF | 50,827 CHF | 100.00% | 100.00% |
19/11/2024 | 0.25% | 7.93 CHF | 7.95 CHF | 6,300 | 6,300 | 6,256 | 6,256 | 50,742 CHF | 50,867 CHF | 100.00% | 100.00% |
18/11/2024 | 0.23% | 8.40 CHF | 8.42 CHF | 6,200 | 6,200 | 6,171 | 6,171 | 52,514 CHF | 52,638 CHF | 100.00% | 100.00% |
15/11/2024 | 0.23% | 8.58 CHF | 8.60 CHF | 6,300 | 6,300 | 6,231 | 6,231 | 53,460 CHF | 53,585 CHF | 100.00% | 100.00% |
14/11/2024 | 0.24% | 8.34 CHF | 8.36 CHF | 6,100 | 6,100 | 6,075 | 6,075 | 51,497 CHF | 51,619 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 8.64 CHF | 8.66 CHF | 7,200 | 7,200 | 7,080 | 7,080 | 62,769 CHF | 62,910 CHF | 99.79% | 99.79% |
12/11/2024 | 0.28% | 6.89 CHF | 6.91 CHF | 7,100 | 7,100 | 6,979 | 6,979 | 50,214 CHF | 50,353 CHF | 99.85% | 99.85% |
11/11/2024 | 0.27% | 7.45 CHF | 7.47 CHF | 7,300 | 7,300 | 7,325 | 7,325 | 54,958 CHF | 55,105 CHF | 99.69% | 99.69% |
08/11/2024 | 0.28% | 6.98 CHF | 7.00 CHF | 7,600 | 7,600 | 7,496 | 7,496 | 52,646 CHF | 52,796 CHF | 99.20% | 99.20% |
07/11/2024 | 0.29% | 7.06 CHF | 7.08 CHF | 8,300 | 8,300 | 8,283 | 8,283 | 57,930 CHF | 58,095 CHF | 99.39% | 99.39% |