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% | 7.98 CHF | 7.99 CHF | 100,000 | 100,000 | 99,116 | 99,116 | 782,459 CHF | 783,451 CHF | 99.82% | 99.82% |
20/11/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 100,000 | 100,000 | 99,065 | 99,061 | 718,448 CHF | 719,410 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 100,000 | 100,000 | 99,048 | 99,044 | 715,975 CHF | 716,938 CHF | 98.67% | 98.67% |
18/11/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 100,000 | 100,000 | 99,064 | 99,058 | 690,655 CHF | 691,600 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 673,227 CHF | 674,227 CHF | 70.89% | 70.89% |
14/11/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 656,730 CHF | 657,722 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 698,983 CHF | 699,975 CHF | 99.99% | 99.99% |
12/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 692,915 CHF | 693,907 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 100,000 | 100,000 | 99,126 | 99,126 | 735,305 CHF | 736,297 CHF | 99.94% | 99.94% |
08/11/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100,000 | 100,000 | 99,215 | 99,215 | 764,523 CHF | 765,516 CHF | 99.84% | 99.84% |