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% | 7.66 CHF | 7.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 585,005 CHF | 585,755 CHF | 99.96% | 99.96% |
19/11/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 575,838 CHF | 576,588 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 587,195 CHF | 587,945 CHF | 98.88% | 98.88% |
15/11/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 595,564 CHF | 596,314 CHF | 100.00% | 100.00% |
14/11/2024 | 0.12% | 8.22 CHF | 8.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 611,312 CHF | 612,062 CHF | 100.00% | 100.00% |
13/11/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 607,881 CHF | 608,631 CHF | 99.87% | 99.87% |
12/11/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 637,068 CHF | 637,818 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.69 CHF | 8.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 647,872 CHF | 648,622 CHF | 100.00% | 100.00% |
08/11/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 625,888 CHF | 626,638 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.48 CHF | 8.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 631,871 CHF | 632,621 CHF | 99.67% | 99.67% |