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% | 7.82 CHF | 7.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 596,726 CHF | 597,476 CHF | 99.94% | 99.94% |
19/11/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 587,694 CHF | 588,444 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 8.08 CHF | 8.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 599,009 CHF | 599,759 CHF | 98.86% | 98.86% |
15/11/2024 | 0.12% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 607,352 CHF | 608,102 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 623,080 CHF | 623,830 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 619,649 CHF | 620,399 CHF | 99.88% | 99.88% |
12/11/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 648,866 CHF | 649,616 CHF | 100.00% | 100.00% |
11/11/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 659,678 CHF | 660,428 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.53 CHF | 8.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 637,686 CHF | 638,436 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.64 CHF | 8.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 643,603 CHF | 644,353 CHF | 99.68% | 99.68% |