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 | 0.85% | 7.22 CHF | 7.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 106,064 CHF | 106,964 CHF | 99.46% | 99.46% |
19/11/2024 | 0.82% | 6.93 CHF | 6.99 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 109,405 CHF | 110,305 CHF | 100.00% | 100.00% |
18/11/2024 | 0.75% | 7.54 CHF | 7.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 119,325 CHF | 120,225 CHF | 99.29% | 99.29% |
15/11/2024 | 0.72% | 8.29 CHF | 8.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 124,979 CHF | 125,879 CHF | 100.00% | 100.00% |
14/11/2024 | 0.67% | 8.85 CHF | 8.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 133,067 CHF | 133,967 CHF | 100.00% | 100.00% |
13/11/2024 | 0.71% | 8.59 CHF | 8.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 127,101 CHF | 128,001 CHF | 100.00% | 100.00% |
12/11/2024 | 0.73% | 8.52 CHF | 8.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 123,393 CHF | 124,293 CHF | 99.80% | 99.80% |
11/11/2024 | 0.77% | 7.81 CHF | 7.87 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 115,706 CHF | 116,606 CHF | 99.77% | 99.77% |
08/11/2024 | 0.81% | 7.61 CHF | 7.67 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 110,656 CHF | 111,556 CHF | 99.16% | 99.16% |
07/11/2024 | 0.87% | 6.88 CHF | 6.94 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 103,508 CHF | 104,408 CHF | 99.96% | 99.96% |