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% | 7.30 CHF | 7.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 734,110 CHF | 735,110 CHF | 99.41% | 99.41% |
19/11/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 716,499 CHF | 717,499 CHF | 99.39% | 99.39% |
18/11/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 723,050 CHF | 724,050 CHF | 99.25% | 99.25% |
15/11/2024 | 0.13% | 7.39 CHF | 7.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 753,533 CHF | 754,533 CHF | 99.39% | 99.39% |
14/11/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 769,548 CHF | 770,548 CHF | 99.49% | 99.49% |
13/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 769,582 CHF | 770,582 CHF | 99.17% | 99.17% |
12/11/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 771,058 CHF | 772,058 CHF | 99.11% | 99.11% |
11/11/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 775,374 CHF | 776,374 CHF | 95.64% | 95.64% |
08/11/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 774,316 CHF | 775,316 CHF | 99.39% | 99.39% |
07/11/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 750,214 CHF | 751,214 CHF | 98.69% | 98.69% |