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% | 7.01 CHF | 7.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,434,600 CHF | 1,436,600 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,405,530 CHF | 1,407,530 CHF | 99.86% | 99.86% |
18/11/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 200,000 | 200,000 | 199,910 | 199,910 | 1,450,190 CHF | 1,452,190 CHF | 99.09% | 99.09% |
15/11/2024 | 0.13% | 7.32 CHF | 7.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,485,420 CHF | 1,487,420 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,481,500 CHF | 1,483,500 CHF | 99.08% | 99.08% |
13/11/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,414,130 CHF | 1,416,130 CHF | 99.95% | 99.95% |
12/11/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,474,910 CHF | 1,476,910 CHF | 99.98% | 99.98% |
11/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,532,340 CHF | 1,534,340 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.40 CHF | 7.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,494,790 CHF | 1,496,790 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,524,040 CHF | 1,526,040 CHF | 99.67% | 99.67% |