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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,392,700 CHF | 2,395,700 CHF | 99.02% | 99.02% |
20/11/2024 | 0.14% | 7.48 CHF | 7.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,199,450 CHF | 2,202,450 CHF | 98.98% | 98.98% |
19/11/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,192,500 CHF | 2,195,500 CHF | 98.55% | 98.55% |
18/11/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,115,740 CHF | 2,118,740 CHF | 98.70% | 98.70% |
15/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,046,380 CHF | 2,049,380 CHF | 98.96% | 98.96% |
14/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,014,090 CHF | 2,017,090 CHF | 99.03% | 99.03% |
13/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,141,200 CHF | 2,144,200 CHF | 98.11% | 98.11% |
12/11/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,122,970 CHF | 2,125,970 CHF | 98.60% | 98.60% |
11/11/2024 | 0.13% | 7.19 CHF | 7.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,249,870 CHF | 2,252,870 CHF | 98.82% | 98.82% |
08/11/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,337,290 CHF | 2,340,290 CHF | 98.93% | 98.93% |