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 | 0.16% | 6.32 CHF | 6.33 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,332 CHF | 64,432 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,045 CHF | 64,145 CHF | 99.87% | 99.87% |
18/11/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 163,687 CHF | 163,937 CHF | 99.92% | 99.92% |
15/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 168,355 CHF | 168,605 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 168,502 CHF | 168,752 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 169,484 CHF | 169,734 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 170,727 CHF | 170,977 CHF | 99.71% | 99.71% |
11/11/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 175,074 CHF | 175,324 CHF | 99.91% | 99.91% |
08/11/2024 | 0.14% | 6.81 CHF | 6.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 172,983 CHF | 173,233 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 174,790 CHF | 175,040 CHF | 99.90% | 99.90% |