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 | 0.13% | 7.86 CHF | 7.87 CHF | 15,540 | 15,540 | 15,327 | 15,327 | 117,753 CHF | 117,907 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 15,520 | 15,520 | 15,340 | 15,340 | 118,627 CHF | 118,781 CHF | 98.97% | 98.97% |
18/11/2024 | 0.14% | 7.51 CHF | 7.52 CHF | 15,400 | 15,400 | 15,205 | 15,205 | 113,037 CHF | 113,190 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 15,270 | 15,270 | 15,225 | 15,225 | 109,219 CHF | 109,371 CHF | 71.78% | 71.78% |
14/11/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 14,890 | 14,890 | 14,793 | 14,793 | 99,374 CHF | 99,522 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 14,790 | 14,790 | 14,646 | 14,646 | 94,501 CHF | 94,648 CHF | 98.57% | 98.57% |
12/11/2024 | 0.16% | 6.58 CHF | 6.59 CHF | 14,840 | 14,840 | 14,664 | 14,664 | 95,468 CHF | 95,615 CHF | 99.69% | 99.69% |
11/11/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 14,660 | 14,660 | 14,528 | 14,528 | 90,461 CHF | 90,607 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 14,850 | 14,850 | 14,675 | 14,675 | 94,622 CHF | 94,769 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 14,700 | 14,700 | 14,610 | 14,610 | 91,087 CHF | 91,233 CHF | 100.00% | 100.00% |