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% | 6.74 CHF | 6.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,380,180 CHF | 1,382,180 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,351,150 CHF | 1,353,150 CHF | 99.82% | 99.82% |
18/11/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 200,000 | 200,000 | 199,906 | 199,906 | 1,395,610 CHF | 1,397,610 CHF | 99.07% | 99.07% |
15/11/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,430,800 CHF | 1,432,800 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,426,940 CHF | 1,428,940 CHF | 99.08% | 99.08% |
13/11/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,359,580 CHF | 1,361,580 CHF | 99.91% | 99.91% |
12/11/2024 | 0.14% | 6.83 CHF | 6.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,420,430 CHF | 1,422,430 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,477,770 CHF | 1,479,770 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,440,150 CHF | 1,442,150 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,469,300 CHF | 1,471,300 CHF | 99.67% | 99.67% |