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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 100,000 | 100,000 | 44,520 | 44,520 | 340,295 CHF | 340,741 CHF | 99.93% | 99.93% |
22/11/2024 | 0.14% | 7.59 CHF | 7.60 CHF | 100,000 | 100,000 | 44,464 | 44,464 | 338,653 CHF | 339,100 CHF | 100.00% | 100.00% |
20/11/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 100,000 | 100,000 | 43,923 | 43,923 | 332,234 CHF | 332,674 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 7.46 CHF | 7.47 CHF | 100,000 | 100,000 | 45,724 | 45,724 | 338,760 CHF | 339,218 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.54 CHF | 7.55 CHF | 100,000 | 100,000 | 44,140 | 44,140 | 329,692 CHF | 330,134 CHF | 99.90% | 99.90% |
15/11/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 100,000 | 100,000 | 44,476 | 44,476 | 344,418 CHF | 344,864 CHF | 99.85% | 99.85% |
14/11/2024 | 0.21% | 7.92 CHF | 7.95 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 247,965 CHF | 248,538 CHF | 98.97% | 98.97% |
13/11/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 98,000 | 98,000 | 43,921 | 43,921 | 348,037 CHF | 348,477 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 97,000 | 97,000 | 43,714 | 43,714 | 349,263 CHF | 349,700 CHF | 97.99% | 97.99% |
11/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 98,000 | 98,000 | 44,146 | 44,146 | 351,023 CHF | 351,465 CHF | 99.50% | 99.50% |