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% | 7.85 CHF | 7.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 599,109 CHF | 599,859 CHF | 100.00% | 100.00% |
19/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 590,043 CHF | 590,793 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 601,372 CHF | 602,122 CHF | 98.92% | 98.92% |
15/11/2024 | 0.12% | 7.94 CHF | 7.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 609,720 CHF | 610,470 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 625,442 CHF | 626,192 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 622,013 CHF | 622,763 CHF | 99.87% | 99.87% |
12/11/2024 | 0.12% | 8.53 CHF | 8.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 651,224 CHF | 651,974 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 662,031 CHF | 662,781 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 640,040 CHF | 640,790 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 645,975 CHF | 646,725 CHF | 99.68% | 99.68% |