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% | 7.08 CHF | 7.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 541,879 CHF | 542,629 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 532,320 CHF | 533,070 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 543,788 CHF | 544,538 CHF | 98.92% | 98.92% |
15/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 552,228 CHF | 552,978 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 568,119 CHF | 568,869 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 564,695 CHF | 565,445 CHF | 99.88% | 99.88% |
12/11/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 593,722 CHF | 594,472 CHF | 100.00% | 100.00% |
11/11/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 604,537 CHF | 605,287 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 582,546 CHF | 583,296 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 588,762 CHF | 589,512 CHF | 99.67% | 99.67% |