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% | 7.22 CHF | 7.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,180,050 CHF | 727,683 CHF | 99.39% | 99.39% |
19/11/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,126,890 CHF | 709,962 CHF | 98.85% | 98.85% |
18/11/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,146,630 CHF | 716,543 CHF | 97.61% | 97.61% |
15/11/2024 | 0.13% | 7.31 CHF | 7.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,239,110 CHF | 747,370 CHF | 97.98% | 97.98% |
14/11/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,285,670 CHF | 762,890 CHF | 99.40% | 99.40% |
13/11/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,287,750 CHF | 763,583 CHF | 94.83% | 94.83% |
12/11/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,289,670 CHF | 764,224 CHF | 96.82% | 96.82% |
11/11/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,302,340 CHF | 768,446 CHF | 99.40% | 99.40% |
08/11/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,303,090 CHF | 768,696 CHF | 90.77% | 90.77% |
07/11/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,228,320 CHF | 743,775 CHF | 98.68% | 98.68% |