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% | 8.13 CHF | 8.14 CHF | 100,000 | 100,000 | 99,117 | 99,117 | 797,096 CHF | 798,088 CHF | 99.83% | 99.83% |
20/11/2024 | 0.14% | 7.54 CHF | 7.55 CHF | 100,000 | 100,000 | 99,415 | 99,415 | 735,556 CHF | 736,551 CHF | 99.60% | 99.60% |
19/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 100,000 | 100,000 | 99,045 | 99,045 | 730,426 CHF | 731,417 CHF | 98.67% | 98.67% |
18/11/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 705,176 CHF | 706,168 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 687,900 CHF | 688,900 CHF | 70.79% | 70.79% |
14/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 671,043 CHF | 672,034 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 713,406 CHF | 714,398 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 707,352 CHF | 708,344 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.25 CHF | 7.26 CHF | 100,000 | 100,000 | 99,126 | 99,126 | 749,688 CHF | 750,680 CHF | 99.93% | 99.93% |
08/11/2024 | 0.13% | 7.83 CHF | 7.84 CHF | 100,000 | 100,000 | 99,215 | 99,215 | 778,807 CHF | 779,800 CHF | 99.84% | 99.84% |