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% | 7.69 CHF | 7.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 587,466 CHF | 588,216 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 578,318 CHF | 579,068 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 589,661 CHF | 590,411 CHF | 98.92% | 98.92% |
15/11/2024 | 0.13% | 7.78 CHF | 7.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 598,024 CHF | 598,774 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 613,800 CHF | 614,550 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 610,354 CHF | 611,104 CHF | 99.88% | 99.88% |
12/11/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 639,539 CHF | 640,289 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.72 CHF | 8.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 650,354 CHF | 651,104 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 628,356 CHF | 629,106 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 634,347 CHF | 635,097 CHF | 99.67% | 99.67% |