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 | 0.26% | 7.00 CHF | 7.01 CHF | 51,000 | 51,000 | 20,446 | 20,446 | 143,794 CHF | 144,092 CHF | 99.75% | 99.75% |
19/11/2024 | 0.27% | 6.94 CHF | 6.95 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 142,159 CHF | 142,464 CHF | 99.97% | 99.97% |
18/11/2024 | 0.27% | 6.81 CHF | 6.82 CHF | 52,000 | 52,000 | 20,442 | 20,442 | 136,401 CHF | 136,696 CHF | 99.81% | 99.81% |
15/11/2024 | 0.25% | 6.79 CHF | 6.80 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 140,913 CHF | 141,201 CHF | 98.81% | 98.81% |
14/11/2024 | 0.24% | 7.46 CHF | 7.47 CHF | 49,000 | 49,000 | 19,457 | 19,457 | 145,267 CHF | 145,549 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 7.35 CHF | 7.36 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 146,971 CHF | 147,253 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.70 CHF | 7.71 CHF | 49,000 | 49,000 | 18,152 | 18,152 | 141,245 CHF | 141,502 CHF | 95.73% | 99.66% |
11/11/2024 | 0.22% | 7.92 CHF | 7.93 CHF | 48,000 | 48,000 | 18,659 | 18,659 | 150,500 CHF | 150,770 CHF | 99.46% | 99.46% |
08/11/2024 | 0.21% | 8.13 CHF | 8.14 CHF | 47,000 | 47,000 | 18,340 | 18,340 | 152,068 CHF | 152,333 CHF | 99.91% | 99.91% |
07/11/2024 | 0.42% | 8.62 CHF | 8.63 CHF | 45,000 | 45,000 | 14,298 | 14,298 | 116,825 CHF | 117,085 CHF | 97.55% | 97.55% |