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 | 0.13% | 7.93 CHF | 7.94 CHF | 100,000 | 200,000 | 100,000 | 200,000 | 797,345 CHF | 1,596,690 CHF | 99.39% | 99.39% |
19/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 100,000 | 200,000 | 100,000 | 200,000 | 779,573 CHF | 1,561,150 CHF | 99.39% | 99.39% |
18/11/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 100,000 | 200,000 | 197,976 | 200,000 | 1,556,820 CHF | 1,574,840 CHF | 99.20% | 99.20% |
15/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,633,810 CHF | 1,635,810 CHF | 99.43% | 99.43% |
14/11/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,666,090 CHF | 1,668,090 CHF | 99.35% | 99.35% |
13/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,665,140 CHF | 1,667,140 CHF | 99.33% | 99.33% |
12/11/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,667,890 CHF | 1,669,890 CHF | 99.00% | 99.00% |
11/11/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,676,160 CHF | 1,678,160 CHF | 95.64% | 95.64% |
08/11/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,672,940 CHF | 1,674,940 CHF | 99.25% | 99.25% |
07/11/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,625,380 CHF | 1,627,380 CHF | 99.29% | 99.29% |