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% | 7.20 CHF | 7.22 CHF | 57,000 | 57,000 | 56,300 | 56,300 | 408,678 CHF | 409,804 CHF | 99.44% | 99.44% |
19/11/2024 | 0.28% | 7.19 CHF | 7.21 CHF | 57,000 | 57,000 | 56,857 | 56,857 | 410,323 CHF | 411,460 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 7.24 CHF | 7.26 CHF | 57,000 | 57,000 | 56,997 | 56,997 | 410,598 CHF | 411,738 CHF | 99.88% | 99.88% |
15/11/2024 | 0.28% | 7.19 CHF | 7.21 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 408,114 CHF | 409,254 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 7.13 CHF | 7.15 CHF | 57,000 | 57,000 | 57,610 | 57,610 | 406,915 CHF | 408,067 CHF | 98.57% | 98.57% |
13/11/2024 | 0.29% | 6.99 CHF | 7.01 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 404,623 CHF | 405,783 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 6.89 CHF | 6.91 CHF | 59,000 | 59,000 | 58,044 | 58,044 | 404,506 CHF | 405,667 CHF | 99.88% | 99.88% |
11/11/2024 | 0.28% | 7.08 CHF | 7.10 CHF | 57,000 | 57,000 | 57,635 | 57,635 | 407,427 CHF | 408,579 CHF | 100.00% | 100.00% |
08/11/2024 | 0.29% | 6.94 CHF | 6.96 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 403,156 CHF | 404,316 CHF | 98.30% | 98.30% |
07/11/2024 | 0.28% | 7.05 CHF | 7.07 CHF | 58,000 | 58,000 | 57,549 | 57,549 | 407,052 CHF | 408,203 CHF | 100.00% | 100.00% |