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% | 7.10 CHF | 7.11 CHF | 100,000 | 100,000 | 43,894 | 43,894 | 312,595 CHF | 313,035 CHF | 99.84% | 99.84% |
19/11/2024 | 0.15% | 7.02 CHF | 7.03 CHF | 100,000 | 100,000 | 45,728 | 45,728 | 318,618 CHF | 319,076 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 7.10 CHF | 7.11 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 309,287 CHF | 309,728 CHF | 99.53% | 99.53% |
15/11/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 100,000 | 100,000 | 44,382 | 44,382 | 324,060 CHF | 324,505 CHF | 99.68% | 99.68% |
14/11/2024 | 0.22% | 7.48 CHF | 7.51 CHF | 48,500 | 48,500 | 31,246 | 31,246 | 233,994 CHF | 234,567 CHF | 98.91% | 98.91% |
13/11/2024 | 0.14% | 7.46 CHF | 7.47 CHF | 98,000 | 98,000 | 43,809 | 43,809 | 327,922 CHF | 328,361 CHF | 99.61% | 99.61% |
12/11/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 97,000 | 97,000 | 43,544 | 43,544 | 328,831 CHF | 329,267 CHF | 97.65% | 97.65% |
11/11/2024 | 0.13% | 7.45 CHF | 7.46 CHF | 98,000 | 98,000 | 44,000 | 44,000 | 330,655 CHF | 331,096 CHF | 99.23% | 99.23% |
08/11/2024 | 0.14% | 7.50 CHF | 7.51 CHF | 98,000 | 98,000 | 43,874 | 43,874 | 330,785 CHF | 331,226 CHF | 99.20% | 99.20% |
07/11/2024 | 0.14% | 7.54 CHF | 7.55 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 325,590 CHF | 326,033 CHF | 99.74% | 99.74% |