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% | 7.00 CHF | 7.01 CHF | 100,000 | 100,000 | 43,873 | 43,873 | 307,929 CHF | 308,368 CHF | 99.81% | 99.81% |
19/11/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 100,000 | 100,000 | 45,677 | 45,677 | 313,558 CHF | 314,015 CHF | 99.92% | 99.92% |
18/11/2024 | 0.15% | 6.99 CHF | 7.00 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 304,741 CHF | 305,182 CHF | 99.53% | 99.53% |
15/11/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 100,000 | 100,000 | 44,336 | 44,336 | 319,134 CHF | 319,579 CHF | 99.59% | 99.59% |
14/11/2024 | 0.23% | 7.38 CHF | 7.41 CHF | 48,500 | 48,500 | 31,250 | 31,250 | 230,783 CHF | 231,356 CHF | 98.88% | 98.88% |
13/11/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 98,000 | 98,000 | 43,817 | 43,817 | 323,486 CHF | 323,925 CHF | 99.48% | 99.48% |
12/11/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 97,000 | 97,000 | 43,564 | 43,564 | 324,498 CHF | 324,934 CHF | 97.69% | 97.69% |
11/11/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 98,000 | 98,000 | 44,057 | 44,057 | 326,559 CHF | 327,000 CHF | 99.34% | 99.34% |
08/11/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 98,000 | 98,000 | 43,872 | 43,872 | 326,303 CHF | 326,744 CHF | 99.20% | 99.20% |
07/11/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 97,000 | 97,000 | 44,201 | 44,201 | 321,237 CHF | 321,680 CHF | 99.74% | 99.74% |