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% | 7.24 CHF | 7.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 553,425 CHF | 554,175 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 543,965 CHF | 544,715 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.49 CHF | 7.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,379 CHF | 556,129 CHF | 98.93% | 98.93% |
15/11/2024 | 0.13% | 7.32 CHF | 7.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 563,800 CHF | 564,550 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 579,667 CHF | 580,417 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 576,246 CHF | 576,996 CHF | 99.87% | 99.87% |
12/11/2024 | 0.12% | 7.92 CHF | 7.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 605,299 CHF | 606,049 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 616,113 CHF | 616,863 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 594,123 CHF | 594,873 CHF | 100.00% | 100.00% |
07/11/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 600,294 CHF | 601,044 CHF | 99.67% | 99.67% |