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 | 0.14% | 7.22 CHF | 7.23 CHF | 29,000 | 29,000 | 28,727 | 28,727 | 208,519 CHF | 208,807 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 29,000 | 29,000 | 28,725 | 28,725 | 206,748 CHF | 207,036 CHF | 98.92% | 98.92% |
18/11/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 208,528 CHF | 208,826 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 30,000 | 30,000 | 30,077 | 30,077 | 204,592 CHF | 204,893 CHF | 71.75% | 71.75% |
14/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 30,000 | 30,000 | 30,481 | 30,481 | 202,290 CHF | 202,595 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 30,000 | 30,000 | 30,455 | 30,455 | 204,869 CHF | 205,174 CHF | 99.35% | 99.35% |
12/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 31,000 | 31,000 | 29,861 | 29,861 | 202,479 CHF | 202,778 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 207,117 CHF | 207,414 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 200,090 CHF | 200,397 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 203,570 CHF | 203,877 CHF | 100.00% | 100.00% |