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% | 7.33 CHF | 7.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 296,929 CHF | 297,329 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 291,709 CHF | 292,109 CHF | 99.91% | 99.91% |
18/11/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 370,568 CHF | 371,068 CHF | 99.90% | 99.90% |
15/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 365,177 CHF | 365,677 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 357,866 CHF | 358,366 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 351,778 CHF | 352,278 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 360,053 CHF | 360,553 CHF | 99.70% | 99.70% |
11/11/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 374,797 CHF | 375,297 CHF | 99.91% | 99.91% |
08/11/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 370,143 CHF | 370,643 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.49 CHF | 7.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 376,384 CHF | 376,884 CHF | 99.91% | 99.91% |