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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,393,200 CHF | 1,395,200 CHF | 100.00% | 100.00% |
20/11/2024 | 0.14% | 6.85 CHF | 6.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,402,290 CHF | 1,404,290 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,373,220 CHF | 1,375,220 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 200,000 | 200,000 | 199,910 | 199,910 | 1,417,820 CHF | 1,419,820 CHF | 99.07% | 99.07% |
15/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,453,050 CHF | 1,455,050 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,449,140 CHF | 1,451,140 CHF | 99.08% | 99.08% |
13/11/2024 | 0.14% | 6.87 CHF | 6.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,381,760 CHF | 1,383,760 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,442,620 CHF | 1,444,620 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,499,970 CHF | 1,501,970 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,462,400 CHF | 1,464,400 CHF | 100.00% | 100.00% |