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% | 6.92 CHF | 6.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,087,290 CHF | 696,762 CHF | 99.41% | 99.41% |
19/11/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,034,510 CHF | 679,169 CHF | 98.85% | 98.85% |
18/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,053,710 CHF | 685,571 CHF | 97.38% | 97.38% |
15/11/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,146,110 CHF | 716,371 CHF | 97.98% | 97.98% |
14/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,192,610 CHF | 731,869 CHF | 99.41% | 99.41% |
13/11/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,195,470 CHF | 732,822 CHF | 94.68% | 94.68% |
12/11/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,197,500 CHF | 733,499 CHF | 96.75% | 96.75% |
11/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,210,380 CHF | 737,794 CHF | 99.41% | 99.41% |
08/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,211,920 CHF | 738,308 CHF | 90.72% | 90.72% |
07/11/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,136,640 CHF | 713,212 CHF | 98.67% | 98.67% |