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 | 0.25% | 7.26 CHF | 7.27 CHF | 51,000 | 51,000 | 20,449 | 20,449 | 149,071 CHF | 149,369 CHF | 99.76% | 99.76% |
19/11/2024 | 0.26% | 7.19 CHF | 7.20 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 147,495 CHF | 147,801 CHF | 99.97% | 99.97% |
18/11/2024 | 0.26% | 7.07 CHF | 7.08 CHF | 52,000 | 52,000 | 20,469 | 20,469 | 141,820 CHF | 142,115 CHF | 99.89% | 99.89% |
15/11/2024 | 0.24% | 7.05 CHF | 7.06 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 146,086 CHF | 146,374 CHF | 98.81% | 98.81% |
14/11/2024 | 0.23% | 7.72 CHF | 7.73 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 150,324 CHF | 150,606 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 7.61 CHF | 7.62 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 152,040 CHF | 152,323 CHF | 100.00% | 100.00% |
12/11/2024 | 0.27% | 7.96 CHF | 7.97 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 145,786 CHF | 146,042 CHF | 95.89% | 99.82% |
11/11/2024 | 0.21% | 8.18 CHF | 8.19 CHF | 48,000 | 48,000 | 18,700 | 18,700 | 155,732 CHF | 156,001 CHF | 99.59% | 99.59% |
08/11/2024 | 0.21% | 8.39 CHF | 8.40 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 157,096 CHF | 157,361 CHF | 100.00% | 100.00% |
07/11/2024 | 0.41% | 8.89 CHF | 8.90 CHF | 45,000 | 45,000 | 14,459 | 14,459 | 122,000 CHF | 122,261 CHF | 98.05% | 98.05% |