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% | 7.15 CHF | 7.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,461,860 CHF | 1,463,860 CHF | 100.00% | 100.00% |
19/11/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,432,730 CHF | 1,434,730 CHF | 99.90% | 99.90% |
18/11/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 200,000 | 200,000 | 199,911 | 199,911 | 1,477,460 CHF | 1,479,460 CHF | 99.07% | 99.07% |
15/11/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,512,720 CHF | 1,514,720 CHF | 100.00% | 100.00% |
14/11/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,508,790 CHF | 1,510,790 CHF | 99.08% | 99.08% |
13/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,441,400 CHF | 1,443,400 CHF | 99.91% | 99.91% |
12/11/2024 | 0.13% | 7.24 CHF | 7.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,502,100 CHF | 1,504,100 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,559,630 CHF | 1,561,630 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,522,090 CHF | 1,524,090 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.83 CHF | 7.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,551,510 CHF | 1,553,510 CHF | 99.68% | 99.68% |