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% | 5.89 CHF | 5.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,210,710 CHF | 1,212,710 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,181,900 CHF | 1,183,900 CHF | 99.88% | 99.88% |
18/11/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 200,000 | 200,000 | 199,931 | 199,931 | 1,226,040 CHF | 1,228,040 CHF | 99.09% | 99.09% |
15/11/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,260,720 CHF | 1,262,720 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,257,170 CHF | 1,259,170 CHF | 99.08% | 99.08% |
13/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,189,760 CHF | 1,191,760 CHF | 99.95% | 99.95% |
12/11/2024 | 0.16% | 5.98 CHF | 5.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,250,750 CHF | 1,252,750 CHF | 99.98% | 99.98% |
11/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,307,940 CHF | 1,309,940 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,270,100 CHF | 1,272,100 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,298,580 CHF | 1,300,580 CHF | 99.67% | 99.67% |