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 | 0.17% | 5.80 CHF | 5.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,466,640 CHF | 587,657 CHF | 99.38% | 99.38% |
19/11/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,397,980 CHF | 560,194 CHF | 99.38% | 99.38% |
18/11/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,406,810 CHF | 563,724 CHF | 99.38% | 99.38% |
15/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,421,770 CHF | 569,709 CHF | 99.37% | 99.37% |
14/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,434,990 CHF | 574,994 CHF | 99.38% | 99.38% |
13/11/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,450,180 CHF | 581,070 CHF | 99.38% | 99.38% |
12/11/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,479,590 CHF | 592,835 CHF | 99.11% | 99.11% |
11/11/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,508,000 CHF | 604,202 CHF | 99.38% | 99.38% |
08/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,469,090 CHF | 588,634 CHF | 99.38% | 99.38% |
07/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 1,476,760 CHF | 591,702 CHF | 98.69% | 98.69% |