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 | 0.14% | 6.91 CHF | 6.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 529,172 CHF | 529,922 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 519,534 CHF | 520,284 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 531,025 CHF | 531,775 CHF | 98.93% | 98.93% |
15/11/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 539,477 CHF | 540,227 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,395 CHF | 556,145 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 551,973 CHF | 552,723 CHF | 99.88% | 99.88% |
12/11/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 580,970 CHF | 581,720 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 591,789 CHF | 592,539 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 569,794 CHF | 570,544 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 576,064 CHF | 576,814 CHF | 99.68% | 99.68% |