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 | 0.12% | 7.97 CHF | 7.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 608,468 CHF | 609,218 CHF | 99.96% | 99.96% |
19/11/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 599,551 CHF | 600,301 CHF | 100.00% | 100.00% |
18/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 610,826 CHF | 611,576 CHF | 98.94% | 98.94% |
15/11/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 619,142 CHF | 619,892 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.54 CHF | 8.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 634,852 CHF | 635,602 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 631,405 CHF | 632,155 CHF | 99.88% | 99.88% |
12/11/2024 | 0.11% | 8.66 CHF | 8.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 660,664 CHF | 661,414 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 671,479 CHF | 672,229 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.68 CHF | 8.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 649,488 CHF | 650,238 CHF | 100.00% | 100.00% |
07/11/2024 | 0.11% | 8.79 CHF | 8.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 655,350 CHF | 656,100 CHF | 99.68% | 99.68% |