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% | 7.68 CHF | 7.69 CHF | 100,000 | 100,000 | 43,876 | 43,876 | 337,797 CHF | 338,236 CHF | 99.81% | 99.81% |
19/11/2024 | 0.14% | 7.59 CHF | 7.60 CHF | 100,000 | 100,000 | 45,673 | 45,673 | 344,512 CHF | 344,969 CHF | 99.91% | 99.91% |
18/11/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 100,000 | 100,000 | 44,021 | 44,021 | 334,736 CHF | 335,177 CHF | 99.53% | 99.53% |
15/11/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 100,000 | 100,000 | 44,360 | 44,360 | 349,562 CHF | 350,007 CHF | 99.64% | 99.64% |
14/11/2024 | 0.21% | 8.06 CHF | 8.09 CHF | 48,500 | 48,500 | 31,235 | 31,235 | 251,983 CHF | 252,555 CHF | 98.84% | 98.84% |
13/11/2024 | 0.13% | 8.03 CHF | 8.04 CHF | 98,000 | 98,000 | 43,780 | 43,780 | 352,869 CHF | 353,308 CHF | 99.74% | 99.74% |
12/11/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 97,000 | 97,000 | 43,521 | 43,521 | 353,621 CHF | 354,056 CHF | 97.61% | 97.61% |
11/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 98,000 | 98,000 | 44,006 | 44,006 | 355,868 CHF | 356,309 CHF | 99.24% | 99.24% |
08/11/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 98,000 | 98,000 | 43,873 | 43,873 | 355,663 CHF | 356,104 CHF | 99.20% | 99.20% |
07/11/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 97,000 | 97,000 | 44,202 | 44,202 | 350,849 CHF | 351,292 CHF | 99.74% | 99.74% |