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 | 0.12% | 8.49 CHF | 8.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,503,620 CHF | 2,506,620 CHF | 99.05% | 99.05% |
19/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,495,730 CHF | 2,498,730 CHF | 98.60% | 98.60% |
18/11/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,420,220 CHF | 2,423,220 CHF | 98.76% | 98.76% |
15/11/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,350,810 CHF | 2,353,810 CHF | 98.86% | 98.86% |
14/11/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,318,770 CHF | 2,321,770 CHF | 98.53% | 98.53% |
13/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,443,760 CHF | 2,446,760 CHF | 98.39% | 98.39% |
12/11/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,425,060 CHF | 2,428,060 CHF | 98.45% | 98.45% |
11/11/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,550,890 CHF | 2,553,890 CHF | 98.94% | 98.94% |
08/11/2024 | 0.11% | 8.77 CHF | 8.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,635,250 CHF | 2,638,250 CHF | 98.95% | 98.95% |
07/11/2024 | 0.12% | 8.85 CHF | 8.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,604,500 CHF | 2,607,500 CHF | 98.62% | 98.62% |