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 | 0.60% | 7.23 CHF | 7.27 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 162,992 CHF | 163,979 CHF | 99.99% | 99.99% |
19/11/2024 | 0.60% | 7.19 CHF | 7.24 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 161,463 CHF | 162,430 CHF | 100.00% | 100.00% |
18/11/2024 | 0.60% | 7.22 CHF | 7.26 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 161,706 CHF | 162,673 CHF | 99.99% | 99.99% |
15/11/2024 | 0.60% | 7.23 CHF | 7.27 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 163,391 CHF | 164,379 CHF | 100.00% | 100.00% |
14/11/2024 | 0.59% | 7.36 CHF | 7.40 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 165,944 CHF | 166,934 CHF | 100.00% | 100.00% |
13/11/2024 | 0.60% | 7.43 CHF | 7.47 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 166,611 CHF | 167,619 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 7.46 CHF | 7.51 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 168,776 CHF | 169,788 CHF | 100.00% | 100.00% |
11/11/2024 | 0.60% | 7.52 CHF | 7.57 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 168,066 CHF | 169,078 CHF | 96.59% | 96.59% |
08/11/2024 | 0.60% | 7.42 CHF | 7.46 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 166,090 CHF | 167,086 CHF | 100.00% | 100.00% |
07/11/2024 | 0.60% | 7.39 CHF | 7.43 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 166,602 CHF | 167,609 CHF | 100.00% | 100.00% |