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% | 7.35 CHF | 7.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 561,508 CHF | 562,258 CHF | 99.94% | 99.94% |
19/11/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 552,161 CHF | 552,911 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 563,549 CHF | 564,299 CHF | 98.88% | 98.88% |
15/11/2024 | 0.13% | 7.43 CHF | 7.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 571,945 CHF | 572,695 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 587,790 CHF | 588,540 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 584,366 CHF | 585,116 CHF | 99.88% | 99.88% |
12/11/2024 | 0.12% | 8.03 CHF | 8.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 613,462 CHF | 614,212 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 624,281 CHF | 625,031 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 602,287 CHF | 603,037 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 608,390 CHF | 609,140 CHF | 99.68% | 99.68% |