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% | 7.35 CHF | 7.36 CHF | 100,000 | 100,000 | 43,924 | 43,924 | 323,684 CHF | 324,124 CHF | 99.90% | 99.90% |
19/11/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 100,000 | 100,000 | 45,718 | 45,718 | 329,854 CHF | 330,312 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 100,000 | 100,000 | 44,140 | 44,140 | 321,105 CHF | 321,547 CHF | 99.90% | 99.90% |
15/11/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 100,000 | 100,000 | 44,476 | 44,476 | 335,750 CHF | 336,196 CHF | 99.85% | 99.85% |
14/11/2024 | 0.22% | 7.73 CHF | 7.76 CHF | 48,500 | 48,500 | 31,258 | 31,258 | 241,795 CHF | 242,369 CHF | 98.97% | 98.97% |
13/11/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 98,000 | 98,000 | 43,924 | 43,924 | 339,541 CHF | 339,981 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.78 CHF | 7.79 CHF | 97,000 | 97,000 | 43,714 | 43,714 | 340,806 CHF | 341,244 CHF | 97.99% | 97.99% |
11/11/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 98,000 | 98,000 | 44,142 | 44,142 | 342,468 CHF | 342,910 CHF | 99.50% | 99.50% |
08/11/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 98,000 | 98,000 | 43,873 | 43,873 | 341,370 CHF | 341,811 CHF | 99.18% | 99.18% |
07/11/2024 | 0.14% | 7.79 CHF | 7.80 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 336,309 CHF | 336,752 CHF | 99.74% | 99.74% |