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 | 0.25% | 7.71 CHF | 7.73 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,920,070 CHF | 786,014 CHF | 99.27% | 99.27% |
19/11/2024 | 0.26% | 7.67 CHF | 7.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,802,400 CHF | 762,480 CHF | 99.27% | 99.27% |
18/11/2024 | 0.26% | 7.78 CHF | 7.80 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,861,330 CHF | 774,267 CHF | 99.27% | 99.27% |
15/11/2024 | 0.26% | 7.66 CHF | 7.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,839,270 CHF | 769,854 CHF | 99.27% | 99.27% |
14/11/2024 | 0.26% | 7.82 CHF | 7.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,867,110 CHF | 775,421 CHF | 99.27% | 99.27% |
13/11/2024 | 0.26% | 7.66 CHF | 7.68 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,836,370 CHF | 769,273 CHF | 99.27% | 99.27% |
12/11/2024 | 0.25% | 7.76 CHF | 7.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,947,660 CHF | 791,532 CHF | 99.25% | 99.25% |
11/11/2024 | 0.25% | 8.04 CHF | 8.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,981,570 CHF | 798,314 CHF | 99.27% | 99.27% |
08/11/2024 | 0.26% | 7.79 CHF | 7.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,907,130 CHF | 783,427 CHF | 99.25% | 99.25% |
07/11/2024 | 0.25% | 8.10 CHF | 8.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 4,054,400 CHF | 812,879 CHF | 1.12% | 1.12% |