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 | 0.12% | 8.25 CHF | 8.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 629,164 CHF | 629,914 CHF | 99.95% | 99.95% |
19/11/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 620,401 CHF | 621,151 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 631,628 CHF | 632,378 CHF | 98.86% | 98.86% |
15/11/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 639,926 CHF | 640,676 CHF | 100.00% | 100.00% |
14/11/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 655,561 CHF | 656,311 CHF | 100.00% | 100.00% |
13/11/2024 | 0.11% | 8.66 CHF | 8.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 652,115 CHF | 652,865 CHF | 99.87% | 99.87% |
12/11/2024 | 0.11% | 8.94 CHF | 8.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 681,454 CHF | 682,204 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 692,249 CHF | 692,999 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 8.96 CHF | 8.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 670,269 CHF | 671,019 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 676,028 CHF | 676,778 CHF | 99.68% | 99.68% |