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 | 0.82% | 7.87 CHF | 7.90 CHF | 16,100 | 16,100 | 7,151 | 7,151 | 57,878 CHF | 58,260 CHF | 99.90% | 99.90% |
19/11/2024 | 0.84% | 7.78 CHF | 7.81 CHF | 16,800 | 16,800 | 7,485 | 7,485 | 58,267 CHF | 58,659 CHF | 100.00% | 100.00% |
18/11/2024 | 0.84% | 7.92 CHF | 7.95 CHF | 16,700 | 16,700 | 7,448 | 7,448 | 58,239 CHF | 58,630 CHF | 99.90% | 99.90% |
15/11/2024 | 0.82% | 7.75 CHF | 7.78 CHF | 16,100 | 16,100 | 7,129 | 7,129 | 57,230 CHF | 57,611 CHF | 99.90% | 99.90% |
14/11/2024 | 0.85% | 8.28 CHF | 8.31 CHF | 15,500 | 15,500 | 6,923 | 6,923 | 58,092 CHF | 58,483 CHF | 100.00% | 100.00% |
13/11/2024 | 0.85% | 8.42 CHF | 8.45 CHF | 15,400 | 15,400 | 6,861 | 6,861 | 57,957 CHF | 58,343 CHF | 100.00% | 100.00% |
12/11/2024 | 0.83% | 8.65 CHF | 8.68 CHF | 15,100 | 15,100 | 6,767 | 6,767 | 58,534 CHF | 58,916 CHF | 99.86% | 99.86% |
11/11/2024 | 0.81% | 8.70 CHF | 8.73 CHF | 14,700 | 14,700 | 6,558 | 6,558 | 57,894 CHF | 58,264 CHF | 99.56% | 99.56% |
08/11/2024 | 0.82% | 8.87 CHF | 8.90 CHF | 14,800 | 14,800 | 6,700 | 6,700 | 58,917 CHF | 59,296 CHF | 99.45% | 99.45% |
07/11/2024 | 0.82% | 8.76 CHF | 8.79 CHF | 15,000 | 15,000 | 6,618 | 6,618 | 58,376 CHF | 58,749 CHF | 99.90% | 99.90% |