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% | 6.89 CHF | 6.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 527,353 CHF | 528,103 CHF | 99.96% | 99.96% |
19/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 517,711 CHF | 518,461 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 529,179 CHF | 529,929 CHF | 98.86% | 98.86% |
15/11/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 537,645 CHF | 538,395 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 553,568 CHF | 554,318 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 550,145 CHF | 550,895 CHF | 99.86% | 99.86% |
12/11/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 579,137 CHF | 579,887 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 589,964 CHF | 590,714 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 567,962 CHF | 568,712 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 574,248 CHF | 574,998 CHF | 99.67% | 99.67% |