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 | 0.68% | 7.09 CHF | 7.10 CHF | 21,900 | 21,900 | 8,942 | 8,942 | 63,873 CHF | 64,170 CHF | 99.89% | 99.89% |
19/11/2024 | 0.71% | 7.19 CHF | 7.20 CHF | 20,100 | 20,100 | 7,970 | 7,970 | 60,798 CHF | 61,092 CHF | 99.95% | 99.95% |
18/11/2024 | 0.64% | 7.48 CHF | 7.49 CHF | 21,300 | 21,300 | 8,166 | 8,166 | 63,073 CHF | 63,333 CHF | 99.89% | 99.89% |
15/11/2024 | 0.70% | 7.57 CHF | 7.58 CHF | 19,500 | 19,500 | 7,757 | 7,757 | 62,010 CHF | 62,303 CHF | 99.99% | 99.99% |
14/11/2024 | 0.66% | 8.94 CHF | 8.95 CHF | 19,000 | 19,000 | 7,683 | 7,683 | 67,475 CHF | 67,763 CHF | 99.76% | 99.76% |
13/11/2024 | 0.68% | 7.68 CHF | 7.69 CHF | 21,500 | 21,500 | 8,734 | 8,734 | 64,731 CHF | 65,020 CHF | 100.00% | 100.00% |
12/11/2024 | 0.71% | 7.07 CHF | 7.08 CHF | 19,100 | 19,100 | 7,619 | 7,619 | 59,384 CHF | 59,668 CHF | 99.95% | 99.95% |
11/11/2024 | 0.68% | 8.63 CHF | 8.65 CHF | 15,900 | 15,900 | 6,085 | 6,085 | 59,399 CHF | 59,683 CHF | 99.36% | 99.36% |
08/11/2024 | 0.66% | 10.58 CHF | 10.60 CHF | 15,300 | 15,300 | 6,090 | 6,090 | 62,364 CHF | 62,650 CHF | 99.53% | 99.53% |
07/11/2024 | 0.66% | 9.93 CHF | 9.95 CHF | 17,300 | 17,300 | 7,217 | 7,217 | 66,998 CHF | 67,306 CHF | 99.56% | 99.56% |