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 | 0.13% | 7.47 CHF | 7.48 CHF | 33,500 | 33,500 | 32,720 | 32,720 | 246,265 CHF | 246,593 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 33,500 | 33,500 | 32,872 | 32,872 | 245,998 CHF | 246,327 CHF | 98.88% | 98.88% |
18/11/2024 | 0.14% | 7.51 CHF | 7.52 CHF | 33,000 | 33,000 | 33,036 | 33,036 | 246,799 CHF | 247,130 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 33,500 | 33,500 | 33,479 | 33,479 | 248,566 CHF | 248,901 CHF | 71.80% | 71.80% |
14/11/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 33,500 | 33,500 | 33,571 | 33,571 | 246,111 CHF | 246,447 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 34,500 | 34,500 | 34,066 | 34,066 | 246,824 CHF | 247,165 CHF | 99.57% | 99.57% |
12/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 34,500 | 34,500 | 34,047 | 34,047 | 246,431 CHF | 246,772 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 34,000 | 34,000 | 33,682 | 33,682 | 247,146 CHF | 247,483 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 34,500 | 34,500 | 34,143 | 34,143 | 246,502 CHF | 246,843 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 34,000 | 34,000 | 33,576 | 33,576 | 246,478 CHF | 246,814 CHF | 100.00% | 100.00% |