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% | 7.31 CHF | 7.32 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 150,258 CHF | 150,556 CHF | 99.75% | 99.75% |
19/11/2024 | 0.26% | 7.25 CHF | 7.26 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 148,758 CHF | 149,064 CHF | 99.97% | 99.97% |
18/11/2024 | 0.26% | 7.13 CHF | 7.14 CHF | 52,000 | 52,000 | 20,444 | 20,444 | 142,880 CHF | 143,174 CHF | 99.82% | 99.82% |
15/11/2024 | 0.24% | 7.11 CHF | 7.12 CHF | 52,000 | 52,000 | 20,059 | 20,059 | 147,273 CHF | 147,561 CHF | 98.81% | 98.81% |
14/11/2024 | 0.23% | 7.78 CHF | 7.79 CHF | 49,000 | 49,000 | 19,451 | 19,451 | 151,386 CHF | 151,668 CHF | 100.00% | 100.00% |
13/11/2024 | 0.23% | 7.66 CHF | 7.67 CHF | 50,000 | 50,000 | 19,513 | 19,513 | 153,127 CHF | 153,409 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 8.01 CHF | 8.02 CHF | 49,000 | 49,000 | 18,151 | 18,151 | 146,961 CHF | 147,219 CHF | 95.66% | 99.59% |
11/11/2024 | 0.21% | 8.23 CHF | 8.24 CHF | 48,000 | 48,000 | 18,665 | 18,665 | 156,395 CHF | 156,665 CHF | 99.48% | 99.48% |
08/11/2024 | 0.21% | 8.44 CHF | 8.45 CHF | 47,000 | 47,000 | 18,342 | 18,342 | 157,780 CHF | 158,045 CHF | 99.91% | 99.91% |
07/11/2024 | 0.41% | 8.93 CHF | 8.94 CHF | 45,000 | 45,000 | 14,295 | 14,295 | 121,245 CHF | 121,505 CHF | 97.54% | 97.54% |