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% | 6.82 CHF | 6.83 CHF | 51,000 | 51,000 | 20,449 | 20,449 | 140,102 CHF | 140,400 CHF | 99.76% | 99.76% |
19/11/2024 | 0.27% | 6.76 CHF | 6.77 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 138,377 CHF | 138,682 CHF | 99.97% | 99.97% |
18/11/2024 | 0.28% | 6.63 CHF | 6.64 CHF | 52,000 | 52,000 | 20,446 | 20,446 | 132,731 CHF | 133,026 CHF | 99.82% | 99.82% |
15/11/2024 | 0.26% | 6.61 CHF | 6.62 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 137,277 CHF | 137,566 CHF | 98.81% | 98.81% |
14/11/2024 | 0.25% | 7.28 CHF | 7.29 CHF | 49,000 | 49,000 | 19,455 | 19,455 | 141,719 CHF | 142,000 CHF | 100.00% | 100.00% |
13/11/2024 | 0.24% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 143,454 CHF | 143,736 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.52 CHF | 7.53 CHF | 49,000 | 49,000 | 18,151 | 18,151 | 137,977 CHF | 138,234 CHF | 95.73% | 99.66% |
11/11/2024 | 0.23% | 7.74 CHF | 7.75 CHF | 48,000 | 48,000 | 18,661 | 18,661 | 147,164 CHF | 147,433 CHF | 99.46% | 99.46% |
08/11/2024 | 0.22% | 7.95 CHF | 7.96 CHF | 47,000 | 47,000 | 18,343 | 18,343 | 148,821 CHF | 149,087 CHF | 99.92% | 99.92% |
07/11/2024 | 0.43% | 8.45 CHF | 8.46 CHF | 45,000 | 45,000 | 14,301 | 14,301 | 114,300 CHF | 114,560 CHF | 97.56% | 97.56% |