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% | 6.93 CHF | 6.94 CHF | 51,000 | 51,000 | 20,447 | 20,447 | 142,383 CHF | 142,682 CHF | 99.75% | 99.75% |
19/11/2024 | 0.27% | 6.87 CHF | 6.88 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 140,677 CHF | 140,982 CHF | 99.97% | 99.97% |
18/11/2024 | 0.27% | 6.74 CHF | 6.75 CHF | 52,000 | 52,000 | 20,466 | 20,466 | 135,098 CHF | 135,393 CHF | 99.89% | 99.89% |
15/11/2024 | 0.25% | 6.72 CHF | 6.73 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 139,516 CHF | 139,805 CHF | 98.81% | 98.81% |
14/11/2024 | 0.24% | 7.39 CHF | 7.40 CHF | 49,000 | 49,000 | 19,450 | 19,450 | 143,917 CHF | 144,199 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 7.28 CHF | 7.29 CHF | 50,000 | 50,000 | 19,509 | 19,509 | 145,680 CHF | 145,962 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.63 CHF | 7.64 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 139,911 CHF | 140,168 CHF | 95.89% | 99.82% |
11/11/2024 | 0.22% | 7.85 CHF | 7.86 CHF | 48,000 | 48,000 | 18,698 | 18,698 | 149,645 CHF | 149,914 CHF | 99.59% | 99.59% |
08/11/2024 | 0.22% | 8.07 CHF | 8.08 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 151,181 CHF | 151,447 CHF | 100.00% | 100.00% |
07/11/2024 | 0.42% | 8.57 CHF | 8.58 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 117,351 CHF | 117,612 CHF | 98.05% | 98.05% |