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% | 7.49 CHF | 7.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,473,580 CHF | 1,475,580 CHF | 100.00% | 100.00% |
20/11/2024 | 0.13% | 7.25 CHF | 7.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,483,130 CHF | 1,485,130 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,453,980 CHF | 1,455,980 CHF | 100.00% | 100.00% |
18/11/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 200,000 | 200,000 | 199,905 | 199,905 | 1,498,770 CHF | 1,500,770 CHF | 99.07% | 99.07% |
15/11/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,534,140 CHF | 1,536,140 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,530,110 CHF | 1,532,110 CHF | 99.08% | 99.08% |
13/11/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,462,770 CHF | 1,464,770 CHF | 100.00% | 100.00% |
12/11/2024 | 0.13% | 7.35 CHF | 7.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,523,510 CHF | 1,525,510 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,580,960 CHF | 1,582,960 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,543,550 CHF | 1,545,550 CHF | 100.00% | 100.00% |