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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.22% | 7.29 CHF | 7.30 CHF | 250,000 | 250,000 | 218,330 | 218,330 | 1,572,420 CHF | 1,575,780 CHF | 99.87% | 99.87% |
20/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,641,800 CHF | 1,644,300 CHF | 99.55% | 99.55% |
19/11/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 250,000 | 250,000 | 246,602 | 246,602 | 1,613,970 CHF | 1,616,460 CHF | 99.48% | 99.48% |
18/11/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,571,420 CHF | 1,573,920 CHF | 99.56% | 99.56% |
15/11/2024 | 0.18% | 6.09 CHF | 6.10 CHF | 250,000 | 250,000 | 245,485 | 245,485 | 1,485,650 CHF | 1,488,140 CHF | 99.61% | 99.61% |
14/11/2024 | 0.18% | 6.08 CHF | 6.09 CHF | 250,000 | 250,000 | 245,591 | 245,591 | 1,459,000 CHF | 1,461,550 CHF | 98.78% | 98.78% |
13/11/2024 | 0.27% | 6.32 CHF | 6.35 CHF | 200,000 | 200,000 | 231,268 | 231,268 | 1,473,530 CHF | 1,477,200 CHF | 96.78% | 96.78% |
12/11/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,578,380 CHF | 1,580,880 CHF | 99.51% | 99.51% |
11/11/2024 | 0.18% | 6.42 CHF | 6.43 CHF | 250,000 | 250,000 | 240,758 | 240,758 | 1,622,480 CHF | 1,625,300 CHF | 99.56% | 99.56% |
08/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,758,470 CHF | 1,760,970 CHF | 99.53% | 99.53% |