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% | 7.38 CHF | 7.40 CHF | 34,200 | 34,200 | 33,838 | 33,838 | 242,569 CHF | 243,246 CHF | 100.00% | 100.00% |
19/11/2024 | 0.28% | 7.18 CHF | 7.20 CHF | 33,600 | 33,600 | 34,563 | 34,563 | 250,698 CHF | 251,389 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 7.00 CHF | 7.02 CHF | 35,200 | 35,200 | 35,864 | 35,864 | 250,661 CHF | 251,378 CHF | 100.00% | 100.00% |
15/11/2024 | 0.29% | 6.99 CHF | 7.01 CHF | 36,400 | 36,400 | 35,739 | 35,739 | 244,226 CHF | 244,941 CHF | 100.00% | 100.00% |
14/11/2024 | 0.29% | 6.85 CHF | 6.87 CHF | 35,300 | 35,300 | 35,421 | 35,421 | 246,590 CHF | 247,298 CHF | 99.79% | 99.79% |
13/11/2024 | 0.29% | 7.16 CHF | 7.18 CHF | 35,500 | 35,500 | 34,896 | 34,896 | 241,887 CHF | 242,585 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 7.04 CHF | 7.06 CHF | 34,500 | 34,500 | 34,922 | 34,922 | 244,717 CHF | 245,416 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 6.92 CHF | 6.94 CHF | 35,200 | 35,200 | 35,743 | 35,743 | 246,437 CHF | 247,152 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 6.86 CHF | 6.88 CHF | 36,200 | 36,200 | 37,225 | 37,225 | 251,685 CHF | 252,430 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 6.56 CHF | 6.58 CHF | 37,900 | 37,900 | 36,157 | 36,157 | 234,007 CHF | 234,730 CHF | 100.00% | 100.00% |