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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 75,000 | 75,000 | 74,971 | 74,971 | 601,455 CHF | 602,205 CHF | 100.00% | 100.00% |
22/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 582,200 CHF | 582,950 CHF | 100.00% | 100.00% |
20/11/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 575,856 CHF | 576,606 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 566,604 CHF | 567,354 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 577,967 CHF | 578,717 CHF | 98.93% | 98.93% |
15/11/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 586,351 CHF | 587,101 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 602,148 CHF | 602,898 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 598,726 CHF | 599,476 CHF | 99.87% | 99.87% |
12/11/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 627,854 CHF | 628,604 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 638,669 CHF | 639,419 CHF | 100.00% | 100.00% |