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% | 7.29 CHF | 7.30 CHF | 100,000 | 100,000 | 43,870 | 43,870 | 320,972 CHF | 321,411 CHF | 99.68% | 99.68% |
19/11/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 100,000 | 100,000 | 45,673 | 45,673 | 327,102 CHF | 327,559 CHF | 99.91% | 99.91% |
18/11/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 100,000 | 100,000 | 44,021 | 44,021 | 317,895 CHF | 318,336 CHF | 99.53% | 99.53% |
15/11/2024 | 0.14% | 7.38 CHF | 7.39 CHF | 100,000 | 100,000 | 44,325 | 44,325 | 332,286 CHF | 332,731 CHF | 99.57% | 99.57% |
14/11/2024 | 0.22% | 7.68 CHF | 7.71 CHF | 48,500 | 48,500 | 31,262 | 31,262 | 240,211 CHF | 240,785 CHF | 98.94% | 98.94% |
13/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 98,000 | 98,000 | 43,774 | 43,774 | 336,144 CHF | 336,582 CHF | 99.73% | 99.73% |
12/11/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 97,000 | 97,000 | 43,517 | 43,517 | 337,039 CHF | 337,474 CHF | 97.61% | 97.61% |
11/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 98,000 | 98,000 | 44,001 | 44,001 | 339,149 CHF | 339,589 CHF | 99.23% | 99.23% |
08/11/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 98,000 | 98,000 | 43,871 | 43,871 | 339,156 CHF | 339,597 CHF | 99.20% | 99.20% |
07/11/2024 | 0.14% | 7.74 CHF | 7.75 CHF | 97,000 | 97,000 | 44,182 | 44,182 | 334,053 CHF | 334,496 CHF | 99.74% | 99.74% |