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% | 7.60 CHF | 7.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 764,161 CHF | 765,161 CHF | 99.49% | 99.49% |
19/11/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 746,469 CHF | 747,469 CHF | 99.24% | 99.24% |
18/11/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 753,150 CHF | 754,150 CHF | 99.23% | 99.23% |
15/11/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 783,627 CHF | 784,627 CHF | 99.33% | 99.33% |
14/11/2024 | 0.12% | 7.98 CHF | 7.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 799,753 CHF | 800,753 CHF | 99.20% | 99.20% |
13/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 799,492 CHF | 800,492 CHF | 99.18% | 99.18% |
12/11/2024 | 0.12% | 8.03 CHF | 8.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 800,949 CHF | 801,949 CHF | 99.13% | 99.13% |
11/11/2024 | 0.12% | 7.94 CHF | 7.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 804,760 CHF | 805,760 CHF | 99.23% | 99.23% |
08/11/2024 | 0.12% | 7.99 CHF | 8.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 803,847 CHF | 804,847 CHF | 99.42% | 99.42% |
07/11/2024 | 0.13% | 8.04 CHF | 8.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 779,887 CHF | 780,887 CHF | 98.71% | 98.71% |