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 | 0.63% | 7.76 CHF | 7.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 158,681 CHF | 159,681 CHF | 99.47% | 99.47% |
19/11/2024 | 0.68% | 7.56 CHF | 7.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 147,456 CHF | 148,456 CHF | 99.56% | 99.56% |
18/11/2024 | 0.68% | 7.47 CHF | 7.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 147,413 CHF | 148,413 CHF | 99.53% | 99.53% |
15/11/2024 | 0.67% | 7.22 CHF | 7.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 148,116 CHF | 149,116 CHF | 98.85% | 98.85% |
14/11/2024 | 0.65% | 7.69 CHF | 7.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 152,893 CHF | 153,893 CHF | 99.54% | 99.54% |
13/11/2024 | 0.67% | 7.56 CHF | 7.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 148,523 CHF | 149,523 CHF | 96.84% | 96.84% |
12/11/2024 | 0.63% | 7.82 CHF | 7.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 157,868 CHF | 158,868 CHF | 99.56% | 99.56% |
11/11/2024 | 0.61% | 7.94 CHF | 7.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 162,474 CHF | 163,474 CHF | 99.51% | 99.51% |
08/11/2024 | 0.63% | 7.96 CHF | 8.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 159,159 CHF | 160,159 CHF | 99.49% | 99.49% |
07/11/2024 | 0.66% | 7.82 CHF | 7.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 151,751 CHF | 152,751 CHF | 99.31% | 99.31% |