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% | 6.87 CHF | 6.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,407,390 CHF | 1,409,390 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.94 CHF | 6.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,378,350 CHF | 1,380,350 CHF | 99.89% | 99.89% |
18/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 200,000 | 200,000 | 199,910 | 199,910 | 1,422,890 CHF | 1,424,890 CHF | 99.08% | 99.08% |
15/11/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,458,080 CHF | 1,460,080 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,454,200 CHF | 1,456,200 CHF | 99.08% | 99.08% |
13/11/2024 | 0.14% | 6.89 CHF | 6.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,386,840 CHF | 1,388,840 CHF | 99.99% | 99.99% |
12/11/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,447,630 CHF | 1,449,630 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,505,000 CHF | 1,507,000 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,467,450 CHF | 1,469,450 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,496,640 CHF | 1,498,640 CHF | 99.68% | 99.68% |