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 | 0.11% | 8.84 CHF | 8.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,187,040 CHF | 2,189,540 CHF | 100.00% | 100.00% |
20/11/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,024,830 CHF | 2,027,330 CHF | 100.00% | 100.00% |
19/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,018,050 CHF | 2,020,550 CHF | 99.66% | 99.66% |
18/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,954,960 CHF | 1,957,460 CHF | 100.00% | 100.00% |
15/11/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,896,830 CHF | 1,899,330 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,869,530 CHF | 1,872,030 CHF | 99.79% | 99.79% |
13/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,974,660 CHF | 1,977,160 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,959,220 CHF | 1,961,720 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 7.94 CHF | 7.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,063,960 CHF | 2,066,460 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,134,960 CHF | 2,137,460 CHF | 100.00% | 100.00% |