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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.13% | 7.40 CHF | 7.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 751,109 CHF | 752,109 CHF | 99.97% | 99.97% |
19/11/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 738,003 CHF | 739,003 CHF | 99.88% | 99.88% |
18/11/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 758,940 CHF | 759,940 CHF | 99.96% | 99.96% |
15/11/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 100,000 | 100,000 | 99,433 | 99,433 | 762,448 CHF | 763,445 CHF | 99.99% | 99.99% |
14/11/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 100,000 | 100,000 | 99,946 | 99,946 | 765,853 CHF | 766,853 CHF | 99.20% | 99.20% |
13/11/2024 | 0.13% | 7.40 CHF | 7.41 CHF | 100,000 | 100,000 | 99,743 | 99,743 | 743,501 CHF | 744,500 CHF | 96.75% | 96.75% |
12/11/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 767,404 CHF | 768,404 CHF | 99.89% | 99.89% |
11/11/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 790,299 CHF | 791,299 CHF | 99.97% | 99.97% |
08/11/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 770,214 CHF | 771,214 CHF | 99.98% | 99.98% |
07/11/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 780,237 CHF | 781,237 CHF | 99.91% | 99.91% |