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% | 6.58 CHF | 6.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 266,572 CHF | 266,972 CHF | 99.39% | 99.39% |
19/11/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 263,558 CHF | 263,958 CHF | 99.29% | 99.29% |
18/11/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 503,712 CHF | 504,462 CHF | 99.31% | 99.31% |
15/11/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 503,817 CHF | 504,567 CHF | 99.39% | 99.39% |
14/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 497,390 CHF | 498,140 CHF | 99.34% | 99.34% |
13/11/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 500,869 CHF | 501,619 CHF | 99.39% | 99.39% |
12/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 499,876 CHF | 500,626 CHF | 99.09% | 99.09% |
11/11/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 515,451 CHF | 516,201 CHF | 99.31% | 99.31% |
08/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 509,052 CHF | 509,802 CHF | 99.39% | 99.39% |
07/11/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 518,508 CHF | 519,258 CHF | 99.27% | 99.27% |