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% | 7.72 CHF | 7.73 CHF | 100,000 | 100,000 | 43,923 | 43,923 | 339,988 CHF | 340,428 CHF | 99.90% | 99.90% |
19/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 100,000 | 100,000 | 45,726 | 45,726 | 346,836 CHF | 347,294 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 100,000 | 100,000 | 44,138 | 44,138 | 337,483 CHF | 337,925 CHF | 99.90% | 99.90% |
15/11/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 100,000 | 100,000 | 44,477 | 44,477 | 352,317 CHF | 352,763 CHF | 99.85% | 99.85% |
14/11/2024 | 0.21% | 8.10 CHF | 8.13 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 253,505 CHF | 254,079 CHF | 98.97% | 98.97% |
13/11/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 98,000 | 98,000 | 43,920 | 43,920 | 355,752 CHF | 356,192 CHF | 100.00% | 100.00% |
12/11/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 97,000 | 97,000 | 43,715 | 43,715 | 356,950 CHF | 357,388 CHF | 97.99% | 97.99% |
11/11/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 98,000 | 98,000 | 44,142 | 44,142 | 358,725 CHF | 359,166 CHF | 99.50% | 99.50% |
08/11/2024 | 0.13% | 8.11 CHF | 8.12 CHF | 98,000 | 98,000 | 43,876 | 43,876 | 357,413 CHF | 357,854 CHF | 99.18% | 99.18% |
07/11/2024 | 0.13% | 8.15 CHF | 8.16 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 352,449 CHF | 352,892 CHF | 99.74% | 99.74% |