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 | 1.44% | 7.22 CHF | 7.32 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,094 CHF | 7,197 CHF | 100.00% | 100.00% |
19/11/2024 | 1.37% | 7.09 CHF | 7.19 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,144 CHF | 7,242 CHF | 100.00% | 100.00% |
18/11/2024 | 1.37% | 6.97 CHF | 7.07 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,097 CHF | 7,195 CHF | 100.00% | 100.00% |
15/11/2024 | 1.36% | 6.91 CHF | 7.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,826 CHF | 6,920 CHF | 100.00% | 100.00% |
14/11/2024 | 1.96% | 6.72 CHF | 6.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,662 CHF | 6,794 CHF | 100.00% | 100.00% |
13/11/2024 | 1.95% | 6.69 CHF | 6.82 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,617 CHF | 6,747 CHF | 100.00% | 100.00% |
12/11/2024 | 1.98% | 6.39 CHF | 6.51 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,262 CHF | 6,387 CHF | 100.00% | 100.00% |
11/11/2024 | 2.14% | 6.14 CHF | 6.27 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,045 CHF | 6,176 CHF | 100.00% | 100.00% |
08/11/2024 | 1.91% | 6.30 CHF | 6.42 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 6,122 CHF | 6,240 CHF | 100.00% | 100.00% |
07/11/2024 | 2.06% | 5.90 CHF | 6.02 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 5,800 CHF | 5,920 CHF | 100.00% | 100.00% |