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 | 0.26% | 7.50 CHF | 7.52 CHF | 41,000 | 41,000 | 40,993 | 40,993 | 310,990 CHF | 311,810 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 7.51 CHF | 7.53 CHF | 41,000 | 41,000 | 41,007 | 41,007 | 308,336 CHF | 309,156 CHF | 100.00% | 100.00% |
18/11/2024 | 0.26% | 7.74 CHF | 7.76 CHF | 40,000 | 40,000 | 40,480 | 40,480 | 311,290 CHF | 312,100 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 7.66 CHF | 7.68 CHF | 41,000 | 41,000 | 40,174 | 40,174 | 310,979 CHF | 311,782 CHF | 100.00% | 100.00% |
14/11/2024 | 0.26% | 7.73 CHF | 7.75 CHF | 40,000 | 40,000 | 40,838 | 40,838 | 310,187 CHF | 311,004 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 7.44 CHF | 7.46 CHF | 41,000 | 41,000 | 41,753 | 41,753 | 307,899 CHF | 308,734 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 7.24 CHF | 7.26 CHF | 42,000 | 42,000 | 41,164 | 41,164 | 306,377 CHF | 307,200 CHF | 99.87% | 99.87% |
11/11/2024 | 0.26% | 7.73 CHF | 7.75 CHF | 40,000 | 40,000 | 40,035 | 40,035 | 310,614 CHF | 311,415 CHF | 99.65% | 99.65% |
08/11/2024 | 0.27% | 7.65 CHF | 7.67 CHF | 41,000 | 41,000 | 39,103 | 39,103 | 305,477 CHF | 306,279 CHF | 98.72% | 98.72% |
07/11/2024 | 0.24% | 8.46 CHF | 8.48 CHF | 39,000 | 39,000 | 39,134 | 39,134 | 331,055 CHF | 331,838 CHF | 100.00% | 100.00% |