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 | 0.57% | 6.96 CHF | 7.00 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 111,193 CHF | 111,833 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 6.94 CHF | 6.98 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 109,914 CHF | 110,554 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 6.66 CHF | 6.70 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 105,858 CHF | 106,498 CHF | 100.00% | 100.00% |
15/11/2024 | 0.61% | 6.54 CHF | 6.58 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 105,413 CHF | 106,053 CHF | 100.00% | 100.00% |
14/11/2024 | 0.58% | 6.92 CHF | 6.96 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 109,609 CHF | 110,249 CHF | 100.00% | 100.00% |
13/11/2024 | 1.57% | 6.77 CHF | 6.81 CHF | 16,000 | 16,000 | 7,991 | 7,991 | 54,331 CHF | 55,015 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 7.12 CHF | 7.16 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 115,367 CHF | 116,007 CHF | 100.00% | 100.00% |
11/11/2024 | 0.54% | 7.42 CHF | 7.46 CHF | 16,000 | 16,000 | 15,981 | 15,981 | 119,147 CHF | 119,786 CHF | 100.00% | 100.00% |
08/11/2024 | 0.55% | 7.16 CHF | 7.20 CHF | 16,000 | 16,000 | 16,000 | 16,000 | 115,355 CHF | 115,995 CHF | 99.18% | 99.18% |
07/11/2024 | 0.55% | 7.19 CHF | 7.23 CHF | 16,000 | 16,000 | 15,998 | 15,998 | 116,443 CHF | 117,083 CHF | 100.00% | 100.00% |