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% | 7.48 CHF | 7.50 CHF | 14,100 | 14,100 | 14,064 | 14,064 | 109,455 CHF | 109,736 CHF | 100.00% | 100.00% |
19/11/2024 | 0.30% | 7.09 CHF | 7.11 CHF | 15,100 | 15,100 | 15,038 | 15,038 | 101,355 CHF | 101,655 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 6.89 CHF | 6.91 CHF | 15,700 | 15,700 | 15,635 | 15,635 | 105,024 CHF | 105,337 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 6.43 CHF | 6.45 CHF | 13,800 | 13,800 | 13,735 | 13,735 | 93,104 CHF | 93,379 CHF | 99.90% | 99.90% |
14/11/2024 | 0.28% | 7.35 CHF | 7.37 CHF | 14,100 | 14,100 | 14,164 | 14,164 | 102,883 CHF | 103,166 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 7.13 CHF | 7.15 CHF | 14,100 | 14,100 | 14,015 | 14,015 | 95,852 CHF | 96,133 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 7.61 CHF | 7.63 CHF | 13,100 | 13,100 | 13,046 | 13,046 | 101,149 CHF | 101,410 CHF | 100.00% | 100.00% |
11/11/2024 | 0.24% | 7.84 CHF | 7.86 CHF | 13,200 | 13,200 | 13,146 | 13,146 | 107,732 CHF | 107,995 CHF | 100.00% | 100.00% |
08/11/2024 | 0.25% | 7.87 CHF | 7.89 CHF | 13,500 | 13,500 | 13,444 | 13,444 | 105,611 CHF | 105,880 CHF | 99.20% | 99.20% |
07/11/2024 | 0.28% | 7.57 CHF | 7.59 CHF | 16,800 | 16,800 | 16,879 | 16,879 | 120,885 CHF | 121,222 CHF | 100.00% | 100.00% |