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 | 0.12% | 8.62 CHF | 8.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 849,977 CHF | 850,977 CHF | 99.99% | 99.99% |
20/11/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 856,032 CHF | 857,032 CHF | 99.97% | 99.97% |
19/11/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 840,836 CHF | 841,836 CHF | 99.99% | 99.99% |
18/11/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 864,047 CHF | 865,047 CHF | 99.99% | 99.99% |
15/11/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 100,000 | 100,000 | 99,433 | 99,433 | 876,158 CHF | 877,155 CHF | 99.99% | 99.99% |
14/11/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 100,000 | 100,000 | 99,946 | 99,946 | 878,769 CHF | 879,769 CHF | 99.32% | 99.32% |
13/11/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 100,000 | 100,000 | 99,745 | 99,745 | 843,368 CHF | 844,366 CHF | 96.75% | 96.75% |
12/11/2024 | 0.11% | 8.48 CHF | 8.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 875,827 CHF | 876,827 CHF | 99.99% | 99.99% |
11/11/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 905,194 CHF | 906,194 CHF | 100.00% | 100.00% |
08/11/2024 | 0.11% | 8.78 CHF | 8.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 885,749 CHF | 886,749 CHF | 100.00% | 100.00% |