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% | 6.03 CHF | 6.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,238,210 CHF | 1,240,210 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 6.09 CHF | 6.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,209,320 CHF | 1,211,320 CHF | 99.89% | 99.89% |
18/11/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,253,760 CHF | 1,255,760 CHF | 99.07% | 99.07% |
15/11/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,288,320 CHF | 1,290,320 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,284,740 CHF | 1,286,740 CHF | 99.08% | 99.08% |
13/11/2024 | 0.16% | 6.05 CHF | 6.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,217,330 CHF | 1,219,330 CHF | 99.91% | 99.91% |
12/11/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,278,320 CHF | 1,280,320 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,335,460 CHF | 1,337,460 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.41 CHF | 6.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,297,660 CHF | 1,299,660 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,326,310 CHF | 1,328,310 CHF | 99.67% | 99.67% |