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% | 7.96 CHF | 7.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,203,750 CHF | 1,205,250 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.03 CHF | 8.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,200,080 CHF | 1,201,580 CHF | 99.99% | 99.99% |
18/11/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,209,980 CHF | 1,211,480 CHF | 98.93% | 98.93% |
15/11/2024 | 0.12% | 8.04 CHF | 8.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,217,280 CHF | 1,218,780 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,231,310 CHF | 1,232,810 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,227,690 CHF | 1,229,190 CHF | 99.86% | 99.86% |
12/11/2024 | 0.12% | 8.31 CHF | 8.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,258,970 CHF | 1,260,470 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,269,680 CHF | 1,271,180 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.33 CHF | 8.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,247,750 CHF | 1,249,250 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,250,490 CHF | 1,251,990 CHF | 99.67% | 99.67% |