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% | 8.27 CHF | 8.28 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 405,426 CHF | 405,922 CHF | 99.87% | 99.87% |
20/11/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 373,539 CHF | 374,025 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 50,000 | 50,000 | 49,530 | 49,528 | 372,313 CHF | 372,792 CHF | 98.66% | 98.66% |
18/11/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 359,676 CHF | 360,156 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 351,101 CHF | 351,601 CHF | 70.88% | 70.88% |
14/11/2024 | 0.15% | 7.05 CHF | 7.06 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 342,631 CHF | 343,127 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 363,752 CHF | 364,248 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 360,704 CHF | 361,200 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 381,611 CHF | 382,107 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.97 CHF | 7.98 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 395,752 CHF | 396,248 CHF | 100.00% | 100.00% |