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 | 0.12% | 8.54 CHF | 8.55 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 418,405 CHF | 418,901 CHF | 99.87% | 99.87% |
20/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 386,428 CHF | 386,924 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.72 CHF | 7.73 CHF | 50,000 | 50,000 | 49,524 | 49,522 | 385,128 CHF | 385,606 CHF | 98.66% | 98.66% |
18/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 372,597 CHF | 373,074 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 364,139 CHF | 364,639 CHF | 70.90% | 70.90% |
14/11/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 355,566 CHF | 356,062 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.56 CHF | 7.57 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 376,596 CHF | 377,091 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 373,535 CHF | 374,031 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 394,402 CHF | 394,897 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 408,422 CHF | 408,918 CHF | 100.00% | 100.00% |