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 | 0.15% | 6.51 CHF | 6.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 326,050 CHF | 326,550 CHF | 99.37% | 99.37% |
19/11/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 327,827 CHF | 328,327 CHF | 99.30% | 99.30% |
18/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 327,373 CHF | 327,873 CHF | 99.30% | 99.30% |
15/11/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 327,732 CHF | 328,232 CHF | 99.39% | 99.39% |
14/11/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 329,498 CHF | 329,998 CHF | 99.37% | 99.37% |
13/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 326,978 CHF | 327,478 CHF | 99.36% | 99.36% |
12/11/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 327,499 CHF | 327,999 CHF | 99.10% | 99.10% |
11/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 327,025 CHF | 327,525 CHF | 99.29% | 99.29% |
08/11/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 331,104 CHF | 331,604 CHF | 99.39% | 99.39% |
07/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 334,606 CHF | 335,106 CHF | 99.29% | 99.29% |