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% | 7.56 CHF | 7.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,281,710 CHF | 761,571 CHF | 99.40% | 99.40% |
19/11/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,228,270 CHF | 743,757 CHF | 98.83% | 98.83% |
18/11/2024 | 0.13% | 7.56 CHF | 7.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,248,320 CHF | 750,441 CHF | 97.48% | 97.48% |
15/11/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,340,960 CHF | 781,322 CHF | 97.97% | 97.97% |
14/11/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,387,600 CHF | 796,866 CHF | 99.40% | 99.40% |
13/11/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,388,830 CHF | 797,277 CHF | 94.83% | 94.83% |
12/11/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,390,820 CHF | 797,940 CHF | 96.94% | 96.94% |
11/11/2024 | 0.12% | 7.90 CHF | 7.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,403,130 CHF | 802,045 CHF | 99.41% | 99.41% |
08/11/2024 | 0.12% | 7.96 CHF | 7.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,402,900 CHF | 801,968 CHF | 90.73% | 90.73% |
07/11/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,328,260 CHF | 777,088 CHF | 98.69% | 98.69% |