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 | 0.24% | 7.50 CHF | 7.51 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 154,133 CHF | 154,432 CHF | 99.75% | 99.75% |
19/11/2024 | 0.25% | 7.44 CHF | 7.45 CHF | 52,000 | 52,000 | 20,967 | 20,967 | 152,743 CHF | 153,048 CHF | 99.97% | 99.97% |
18/11/2024 | 0.25% | 7.32 CHF | 7.33 CHF | 52,000 | 52,000 | 20,444 | 20,444 | 146,775 CHF | 147,070 CHF | 99.82% | 99.82% |
15/11/2024 | 0.23% | 7.30 CHF | 7.31 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 151,088 CHF | 151,377 CHF | 98.81% | 98.81% |
14/11/2024 | 0.23% | 7.97 CHF | 7.98 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 155,104 CHF | 155,386 CHF | 100.00% | 100.00% |
13/11/2024 | 0.22% | 7.85 CHF | 7.86 CHF | 50,000 | 50,000 | 19,512 | 19,512 | 156,832 CHF | 157,114 CHF | 100.00% | 100.00% |
12/11/2024 | 0.26% | 8.20 CHF | 8.21 CHF | 49,000 | 49,000 | 18,146 | 18,146 | 150,339 CHF | 150,597 CHF | 95.66% | 99.59% |
11/11/2024 | 0.21% | 8.42 CHF | 8.43 CHF | 48,000 | 48,000 | 18,664 | 18,664 | 159,901 CHF | 160,171 CHF | 99.47% | 99.47% |
08/11/2024 | 0.20% | 8.63 CHF | 8.64 CHF | 47,000 | 47,000 | 18,328 | 18,328 | 161,088 CHF | 161,353 CHF | 99.86% | 99.86% |
07/11/2024 | 0.40% | 9.12 CHF | 9.13 CHF | 45,000 | 45,000 | 14,289 | 14,289 | 123,857 CHF | 124,117 CHF | 97.52% | 97.52% |