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% | 7.08 CHF | 7.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 358,226 CHF | 358,726 CHF | 99.38% | 99.38% |
19/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 349,365 CHF | 349,865 CHF | 99.30% | 99.30% |
18/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 365,516 CHF | 366,016 CHF | 99.30% | 99.30% |
15/11/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 366,060 CHF | 366,560 CHF | 99.38% | 99.38% |
14/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 360,758 CHF | 361,258 CHF | 99.35% | 99.35% |
13/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 350,149 CHF | 350,649 CHF | 99.38% | 99.38% |
12/11/2024 | 0.16% | 5.90 CHF | 5.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 309,339 CHF | 309,839 CHF | 99.10% | 99.10% |
11/11/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 309,458 CHF | 309,958 CHF | 99.29% | 99.29% |
08/11/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 294,061 CHF | 294,561 CHF | 99.38% | 99.38% |
07/11/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 288,580 CHF | 289,080 CHF | 99.28% | 99.28% |