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% | 7.45 CHF | 7.46 CHF | 100,000 | 100,000 | 43,924 | 43,924 | 327,947 CHF | 328,387 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 100,000 | 100,000 | 45,724 | 45,724 | 334,325 CHF | 334,783 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 100,000 | 100,000 | 44,142 | 44,142 | 325,400 CHF | 325,842 CHF | 99.90% | 99.90% |
15/11/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 100,000 | 100,000 | 44,476 | 44,476 | 340,078 CHF | 340,524 CHF | 99.85% | 99.85% |
14/11/2024 | 0.21% | 7.83 CHF | 7.86 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 244,907 CHF | 245,481 CHF | 98.97% | 98.97% |
13/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 98,000 | 98,000 | 43,921 | 43,921 | 343,743 CHF | 344,183 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 97,000 | 97,000 | 43,714 | 43,714 | 345,022 CHF | 345,460 CHF | 97.99% | 97.99% |
11/11/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 98,000 | 98,000 | 44,145 | 44,145 | 346,743 CHF | 347,184 CHF | 99.50% | 99.50% |
08/11/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 98,000 | 98,000 | 43,878 | 43,878 | 345,599 CHF | 346,040 CHF | 99.18% | 99.18% |
07/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 340,511 CHF | 340,954 CHF | 99.74% | 99.74% |