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 | 0.27% | 7.57 CHF | 7.59 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 149,636 CHF | 150,032 CHF | 100.00% | 100.00% |
19/11/2024 | 0.27% | 7.58 CHF | 7.60 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 149,881 CHF | 150,277 CHF | 98.77% | 98.77% |
18/11/2024 | 0.27% | 7.36 CHF | 7.38 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 145,462 CHF | 145,859 CHF | 100.00% | 100.00% |
15/11/2024 | 0.27% | 7.31 CHF | 7.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 145,614 CHF | 146,014 CHF | 71.69% | 71.69% |
14/11/2024 | 0.28% | 7.18 CHF | 7.20 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 140,830 CHF | 141,227 CHF | 100.00% | 100.00% |
13/11/2024 | 0.29% | 7.05 CHF | 7.07 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 138,282 CHF | 138,678 CHF | 99.45% | 99.45% |
12/11/2024 | 0.30% | 6.91 CHF | 6.93 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 134,478 CHF | 134,874 CHF | 100.00% | 100.00% |
11/11/2024 | 0.30% | 6.72 CHF | 6.74 CHF | 20,000 | 20,000 | 19,800 | 19,800 | 134,907 CHF | 135,303 CHF | 100.00% | 100.00% |
08/11/2024 | 0.28% | 6.96 CHF | 6.98 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 140,728 CHF | 141,124 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 7.27 CHF | 7.29 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 144,814 CHF | 145,211 CHF | 100.00% | 100.00% |