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 | 0.28% | 7.01 CHF | 7.03 CHF | 41,000 | 41,000 | 40,993 | 40,993 | 291,005 CHF | 291,825 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 7.02 CHF | 7.04 CHF | 41,000 | 41,000 | 41,007 | 41,007 | 288,316 CHF | 289,136 CHF | 100.00% | 100.00% |
18/11/2024 | 0.28% | 7.25 CHF | 7.27 CHF | 40,000 | 40,000 | 40,480 | 40,480 | 291,541 CHF | 292,351 CHF | 100.00% | 100.00% |
15/11/2024 | 0.28% | 7.17 CHF | 7.19 CHF | 41,000 | 41,000 | 40,174 | 40,174 | 291,376 CHF | 292,180 CHF | 100.00% | 100.00% |
14/11/2024 | 0.28% | 7.24 CHF | 7.26 CHF | 40,000 | 40,000 | 40,838 | 40,838 | 290,308 CHF | 291,124 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 6.95 CHF | 6.97 CHF | 41,000 | 41,000 | 41,753 | 41,753 | 287,547 CHF | 288,382 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 6.75 CHF | 6.77 CHF | 42,000 | 42,000 | 41,164 | 41,164 | 286,315 CHF | 287,139 CHF | 99.85% | 99.85% |
11/11/2024 | 0.27% | 7.25 CHF | 7.27 CHF | 40,000 | 40,000 | 40,034 | 40,034 | 291,088 CHF | 291,889 CHF | 99.73% | 99.73% |
08/11/2024 | 0.29% | 7.17 CHF | 7.19 CHF | 41,000 | 41,000 | 39,121 | 39,121 | 286,472 CHF | 287,275 CHF | 100.00% | 100.00% |
07/11/2024 | 0.25% | 7.97 CHF | 7.99 CHF | 39,000 | 39,000 | 39,134 | 39,134 | 312,005 CHF | 312,788 CHF | 100.00% | 100.00% |