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% | 7.04 CHF | 7.05 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 510,386 CHF | 511,104 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 509,501 CHF | 510,238 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 510,412 CHF | 511,149 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 6.88 CHF | 6.89 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 511,507 CHF | 512,244 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 507,257 CHF | 507,980 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 510,846 CHF | 511,581 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.07 CHF | 7.08 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 508,721 CHF | 509,438 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 514,535 CHF | 515,252 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 511,226 CHF | 511,943 CHF | 99.18% | 99.18% |
07/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 508,094 CHF | 508,819 CHF | 100.00% | 100.00% |