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 | 0.41% | 7.04 CHF | 7.07 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,650 CHF | 20,735 CHF | 99.59% | 99.59% |
19/11/2024 | 0.42% | 6.76 CHF | 6.79 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 19,879 CHF | 19,963 CHF | 99.56% | 99.56% |
18/11/2024 | 0.43% | 6.80 CHF | 6.83 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,563 CHF | 20,652 CHF | 99.45% | 99.49% |
15/11/2024 | 0.41% | 7.29 CHF | 7.32 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,766 CHF | 21,855 CHF | 98.85% | 98.85% |
14/11/2024 | 0.48% | 7.32 CHF | 7.35 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,632 CHF | 21,735 CHF | 99.58% | 99.58% |
13/11/2024 | 0.51% | 7.08 CHF | 7.12 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,777 CHF | 21,888 CHF | 99.56% | 99.56% |
12/11/2024 | 0.53% | 7.52 CHF | 7.56 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 23,024 CHF | 23,147 CHF | 99.50% | 99.50% |
11/11/2024 | 0.48% | 8.53 CHF | 8.57 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 25,777 CHF | 25,901 CHF | 99.50% | 99.50% |
08/11/2024 | 0.50% | 8.52 CHF | 8.56 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 25,854 CHF | 25,983 CHF | 99.49% | 99.49% |
07/11/2024 | 0.44% | 9.04 CHF | 9.08 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 26,785 CHF | 26,904 CHF | 99.05% | 99.05% |