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% | 7.71 CHF | 7.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 775,224 CHF | 776,224 CHF | 99.46% | 99.46% |
19/11/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 757,506 CHF | 758,506 CHF | 99.32% | 99.32% |
18/11/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 764,242 CHF | 765,242 CHF | 99.36% | 99.36% |
15/11/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 794,716 CHF | 795,716 CHF | 99.32% | 99.32% |
14/11/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 810,854 CHF | 811,854 CHF | 99.23% | 99.23% |
13/11/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 810,522 CHF | 811,522 CHF | 99.33% | 99.33% |
12/11/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 811,955 CHF | 812,955 CHF | 99.16% | 99.16% |
11/11/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 816,156 CHF | 817,156 CHF | 95.59% | 95.59% |
08/11/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 814,743 CHF | 815,743 CHF | 99.39% | 99.39% |
07/11/2024 | 0.13% | 8.15 CHF | 8.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 790,798 CHF | 791,798 CHF | 98.70% | 98.70% |