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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100,000 | 100,000 | 99,117 | 99,117 | 752,720 CHF | 753,712 CHF | 99.82% | 99.82% |
20/11/2024 | 0.15% | 7.10 CHF | 7.11 CHF | 100,000 | 100,000 | 99,060 | 99,057 | 688,880 CHF | 689,849 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 100,000 | 100,000 | 99,048 | 99,045 | 686,533 CHF | 687,502 CHF | 98.67% | 98.67% |
18/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 100,000 | 100,000 | 99,064 | 99,057 | 661,073 CHF | 662,018 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 643,347 CHF | 644,347 CHF | 70.80% | 70.80% |
14/11/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 100,000 | 100,000 | 99,061 | 99,057 | 626,926 CHF | 627,890 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 100,000 | 100,000 | 99,062 | 99,061 | 669,538 CHF | 670,521 CHF | 99.99% | 99.99% |
12/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 663,527 CHF | 664,518 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 6.81 CHF | 6.82 CHF | 100,000 | 100,000 | 99,056 | 99,055 | 705,485 CHF | 706,469 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 100,000 | 100,000 | 99,215 | 99,215 | 735,461 CHF | 736,454 CHF | 99.84% | 99.84% |