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 | 0.16% | 6.47 CHF | 6.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 964,143 CHF | 965,643 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 982,559 CHF | 984,059 CHF | 99.93% | 99.93% |
18/11/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 957,488 CHF | 958,988 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 940,114 CHF | 941,614 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 6.19 CHF | 6.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 905,394 CHF | 906,894 CHF | 99.79% | 99.79% |
13/11/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 955,706 CHF | 957,206 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 927,986 CHF | 929,486 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 965,521 CHF | 967,021 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 988,028 CHF | 989,528 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 150,000 | 150,000 | 149,993 | 149,993 | 980,596 CHF | 982,096 CHF | 99.46% | 99.46% |