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 | 0.14% | 7.19 CHF | 7.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 549,777 CHF | 550,527 CHF | 99.96% | 99.96% |
19/11/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 540,319 CHF | 541,069 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 551,736 CHF | 552,486 CHF | 98.88% | 98.88% |
15/11/2024 | 0.13% | 7.27 CHF | 7.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 560,173 CHF | 560,923 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 576,026 CHF | 576,776 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 572,594 CHF | 573,344 CHF | 99.87% | 99.87% |
12/11/2024 | 0.12% | 7.87 CHF | 7.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 601,657 CHF | 602,407 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 612,477 CHF | 613,227 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 590,483 CHF | 591,233 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 596,650 CHF | 597,400 CHF | 99.68% | 99.68% |