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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.40% | 7.71 CHF | 7.72 CHF | 28,000 | 28,000 | 12,447 | 12,447 | 96,432 CHF | 96,719 CHF | 99.07% | 99.07% |
22/11/2024 | 0.41% | 7.69 CHF | 7.70 CHF | 28,000 | 28,000 | 13,194 | 13,194 | 100,450 CHF | 100,765 CHF | 99.19% | 99.19% |
20/11/2024 | 0.43% | 7.30 CHF | 7.31 CHF | 29,000 | 29,000 | 13,431 | 13,431 | 97,863 CHF | 98,181 CHF | 99.44% | 99.44% |
19/11/2024 | 0.43% | 7.27 CHF | 7.28 CHF | 29,000 | 29,000 | 13,501 | 13,501 | 98,100 CHF | 98,419 CHF | 97.08% | 97.08% |
18/11/2024 | 0.42% | 7.42 CHF | 7.43 CHF | 29,000 | 29,000 | 13,412 | 13,412 | 100,018 CHF | 100,337 CHF | 99.68% | 99.68% |
15/11/2024 | 0.42% | 7.49 CHF | 7.50 CHF | 29,000 | 29,000 | 13,442 | 13,442 | 99,505 CHF | 99,825 CHF | 99.30% | 99.30% |
14/11/2024 | 0.41% | 7.54 CHF | 7.55 CHF | 29,000 | 29,000 | 13,022 | 13,022 | 98,692 CHF | 98,994 CHF | 97.75% | 97.75% |
13/11/2024 | 0.42% | 7.63 CHF | 7.64 CHF | 28,000 | 28,000 | 13,282 | 13,282 | 99,791 CHF | 100,108 CHF | 99.59% | 99.59% |
12/11/2024 | 0.41% | 7.48 CHF | 7.49 CHF | 29,000 | 29,000 | 13,153 | 13,153 | 99,513 CHF | 99,820 CHF | 99.45% | 99.45% |
11/11/2024 | 0.42% | 7.58 CHF | 7.59 CHF | 29,000 | 29,000 | 13,151 | 13,151 | 99,332 CHF | 99,645 CHF | 99.22% | 99.22% |