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 | 0.14% | 7.28 CHF | 7.29 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 129,677 CHF | 129,856 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 18,000 | 18,000 | 17,829 | 17,829 | 128,520 CHF | 128,699 CHF | 98.88% | 98.88% |
18/11/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 18,000 | 18,000 | 18,093 | 18,093 | 126,781 CHF | 126,962 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 6.95 CHF | 6.96 CHF | 18,500 | 18,500 | 18,500 | 18,500 | 129,422 CHF | 129,607 CHF | 71.90% | 71.90% |
14/11/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 18,000 | 18,000 | 17,831 | 17,831 | 128,257 CHF | 128,435 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 18,000 | 18,000 | 17,833 | 17,833 | 127,555 CHF | 127,733 CHF | 99.27% | 99.27% |
12/11/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 18,000 | 18,000 | 17,475 | 17,475 | 130,671 CHF | 130,846 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 17,500 | 17,500 | 17,336 | 17,336 | 133,014 CHF | 133,188 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.43 CHF | 7.44 CHF | 18,000 | 18,000 | 17,737 | 17,737 | 132,601 CHF | 132,779 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 18,000 | 18,000 | 17,708 | 17,708 | 133,350 CHF | 133,527 CHF | 100.00% | 100.00% |