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 | 0.28% | 7.05 CHF | 7.07 CHF | 30,000 | 30,000 | 29,628 | 29,628 | 212,957 CHF | 213,550 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 7.05 CHF | 7.07 CHF | 30,000 | 30,000 | 29,869 | 29,869 | 207,178 CHF | 207,776 CHF | 99.14% | 99.14% |
18/11/2024 | 0.27% | 7.54 CHF | 7.56 CHF | 29,600 | 29,600 | 29,354 | 29,354 | 220,323 CHF | 220,911 CHF | 100.00% | 100.00% |
15/11/2024 | 0.26% | 7.64 CHF | 7.66 CHF | 29,200 | 29,200 | 29,088 | 29,088 | 226,457 CHF | 227,038 CHF | 73.49% | 73.49% |
14/11/2024 | 0.27% | 7.80 CHF | 7.82 CHF | 29,100 | 29,100 | 29,035 | 29,035 | 218,306 CHF | 218,888 CHF | 100.00% | 100.00% |
13/11/2024 | 0.28% | 7.14 CHF | 7.16 CHF | 29,700 | 29,700 | 29,340 | 29,340 | 211,126 CHF | 211,713 CHF | 98.98% | 98.98% |
12/11/2024 | 0.27% | 7.13 CHF | 7.15 CHF | 29,700 | 29,700 | 29,111 | 29,111 | 217,102 CHF | 217,684 CHF | 100.00% | 100.00% |
11/11/2024 | 0.26% | 7.81 CHF | 7.83 CHF | 29,100 | 29,100 | 28,894 | 28,894 | 223,002 CHF | 223,580 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 7.33 CHF | 7.35 CHF | 29,500 | 29,500 | 29,294 | 29,294 | 213,840 CHF | 214,427 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 7.61 CHF | 7.63 CHF | 29,300 | 29,300 | 28,993 | 28,993 | 222,080 CHF | 222,660 CHF | 100.00% | 100.00% |