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 | 25,000 | 25,000 | 25,000 | 25,000 | 187,553 CHF | 187,803 CHF | 99.39% | 99.39% |
19/11/2024 | 0.13% | 7.45 CHF | 7.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 186,413 CHF | 186,663 CHF | 99.26% | 99.26% |
18/11/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 205,016 CHF | 205,266 CHF | 99.30% | 99.30% |
15/11/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 211,396 CHF | 211,646 CHF | 99.39% | 99.39% |
14/11/2024 | 0.11% | 8.51 CHF | 8.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 218,727 CHF | 218,977 CHF | 99.38% | 99.38% |
13/11/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 189,574 CHF | 189,824 CHF | 87.92% | 87.92% |
12/11/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 198,017 CHF | 198,267 CHF | 98.85% | 98.85% |
11/11/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 208,909 CHF | 209,159 CHF | 99.29% | 99.29% |
08/11/2024 | 0.12% | 8.04 CHF | 8.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 204,551 CHF | 204,801 CHF | 99.39% | 99.39% |
07/11/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 209,243 CHF | 209,493 CHF | 99.25% | 99.25% |