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% | 7.38 CHF | 7.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 564,210 CHF | 564,960 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.48 CHF | 7.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 554,853 CHF | 555,603 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 566,266 CHF | 567,016 CHF | 98.93% | 98.93% |
15/11/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 574,676 CHF | 575,426 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 590,507 CHF | 591,257 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 587,058 CHF | 587,808 CHF | 99.88% | 99.88% |
12/11/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 616,172 CHF | 616,922 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 626,978 CHF | 627,728 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 604,984 CHF | 605,734 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 611,100 CHF | 611,850 CHF | 99.67% | 99.67% |