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% | 7.50 CHF | 7.51 CHF | 100,000 | 100,000 | 43,866 | 43,866 | 329,734 CHF | 330,174 CHF | 99.67% | 99.67% |
19/11/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 100,000 | 100,000 | 45,670 | 45,670 | 336,198 CHF | 336,656 CHF | 99.90% | 99.90% |
18/11/2024 | 0.14% | 7.49 CHF | 7.50 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 326,705 CHF | 327,146 CHF | 99.53% | 99.53% |
15/11/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 100,000 | 100,000 | 44,333 | 44,333 | 341,253 CHF | 341,698 CHF | 99.59% | 99.59% |
14/11/2024 | 0.21% | 7.88 CHF | 7.91 CHF | 48,500 | 48,500 | 31,246 | 31,246 | 246,369 CHF | 246,941 CHF | 98.85% | 98.85% |
13/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 98,000 | 98,000 | 43,762 | 43,762 | 344,784 CHF | 345,223 CHF | 99.70% | 99.70% |
12/11/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 97,000 | 97,000 | 43,510 | 43,510 | 345,651 CHF | 346,086 CHF | 97.59% | 97.59% |
11/11/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 98,000 | 98,000 | 44,001 | 44,001 | 347,885 CHF | 348,326 CHF | 99.24% | 99.24% |
08/11/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 98,000 | 98,000 | 43,871 | 43,871 | 347,796 CHF | 348,237 CHF | 99.20% | 99.20% |
07/11/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 97,000 | 97,000 | 44,202 | 44,202 | 342,928 CHF | 343,371 CHF | 99.74% | 99.74% |