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% | 7.36 CHF | 7.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,446,770 CHF | 1,448,770 CHF | 100.00% | 100.00% |
20/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,456,200 CHF | 1,458,200 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,427,060 CHF | 1,429,060 CHF | 100.00% | 100.00% |
18/11/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 200,000 | 200,000 | 199,905 | 199,905 | 1,471,750 CHF | 1,473,750 CHF | 99.07% | 99.07% |
15/11/2024 | 0.13% | 7.43 CHF | 7.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,507,120 CHF | 1,509,120 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,503,120 CHF | 1,505,120 CHF | 99.08% | 99.08% |
13/11/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,435,760 CHF | 1,437,760 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.21 CHF | 7.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,496,570 CHF | 1,498,570 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,553,980 CHF | 1,555,980 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,516,520 CHF | 1,518,520 CHF | 100.00% | 100.00% |