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 | 0.17% | 5.88 CHF | 5.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 875,895 CHF | 877,395 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 895,195 CHF | 896,695 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 869,705 CHF | 871,205 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 852,179 CHF | 853,679 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 817,415 CHF | 818,915 CHF | 99.91% | 99.91% |
13/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 868,329 CHF | 869,829 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 840,692 CHF | 842,192 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.59 CHF | 5.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 878,456 CHF | 879,956 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 902,334 CHF | 903,834 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 150,000 | 150,000 | 149,993 | 149,993 | 893,995 CHF | 895,495 CHF | 99.47% | 99.47% |