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 | 0.17% | 5.89 CHF | 5.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,163,780 CHF | 1,165,780 CHF | 99.88% | 99.88% |
20/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,124,900 CHF | 1,126,900 CHF | 96.54% | 96.54% |
19/11/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,098,960 CHF | 1,100,960 CHF | 99.39% | 99.39% |
18/11/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,133,930 CHF | 1,135,930 CHF | 98.57% | 98.57% |
15/11/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,157,180 CHF | 1,159,180 CHF | 99.65% | 99.65% |
14/11/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,183,500 CHF | 1,185,500 CHF | 99.49% | 99.49% |
13/11/2024 | 0.18% | 5.84 CHF | 5.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,162,200 CHF | 1,164,340 CHF | 99.08% | 99.08% |
12/11/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,209,470 CHF | 1,211,470 CHF | 99.18% | 99.18% |
11/11/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,263,410 CHF | 1,265,410 CHF | 99.34% | 99.34% |
08/11/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,226,140 CHF | 1,228,140 CHF | 96.27% | 96.27% |