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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.87% | 7.64 CHF | 7.67 CHF | 8,900 | 8,900 | 5,969 | 5,969 | 45,232 CHF | 45,590 CHF | 100.00% | 100.00% |
20/11/2024 | 0.88% | 7.32 CHF | 7.35 CHF | 9,100 | 9,100 | 6,072 | 6,072 | 45,129 CHF | 45,493 CHF | 100.00% | 100.00% |
19/11/2024 | 0.88% | 7.56 CHF | 7.59 CHF | 9,040 | 9,040 | 6,090 | 6,090 | 45,185 CHF | 45,549 CHF | 99.09% | 99.09% |
18/11/2024 | 0.90% | 7.53 CHF | 7.56 CHF | 9,060 | 9,060 | 6,121 | 6,121 | 44,738 CHF | 45,106 CHF | 99.83% | 99.83% |
15/11/2024 | 0.91% | 7.21 CHF | 7.24 CHF | 9,190 | 9,190 | 6,080 | 6,080 | 44,357 CHF | 44,732 CHF | 72.16% | 72.16% |
14/11/2024 | 0.91% | 7.38 CHF | 7.41 CHF | 9,140 | 9,140 | 6,140 | 6,140 | 44,490 CHF | 44,859 CHF | 100.00% | 100.00% |
13/11/2024 | 0.93% | 7.13 CHF | 7.16 CHF | 9,240 | 9,240 | 6,222 | 6,222 | 43,997 CHF | 44,370 CHF | 99.94% | 99.94% |
12/11/2024 | 0.92% | 7.21 CHF | 7.24 CHF | 9,230 | 9,230 | 6,215 | 6,215 | 44,108 CHF | 44,481 CHF | 100.00% | 100.00% |
11/11/2024 | 0.90% | 7.01 CHF | 7.04 CHF | 9,360 | 9,360 | 6,202 | 6,202 | 44,657 CHF | 45,028 CHF | 100.00% | 100.00% |
08/11/2024 | 0.89% | 7.29 CHF | 7.32 CHF | 9,280 | 9,280 | 6,208 | 6,208 | 45,560 CHF | 45,933 CHF | 100.00% | 100.00% |