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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,259,590 CHF | 1,261,590 CHF | 99.98% | 99.98% |
20/11/2024 | 0.16% | 6.18 CHF | 6.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,267,980 CHF | 1,269,980 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,239,020 CHF | 1,241,020 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 200,000 | 200,000 | 199,931 | 199,931 | 1,283,490 CHF | 1,285,490 CHF | 99.06% | 99.06% |
15/11/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,318,200 CHF | 1,320,200 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,314,580 CHF | 1,316,580 CHF | 99.08% | 99.08% |
13/11/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,247,120 CHF | 1,249,120 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.27 CHF | 6.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,308,040 CHF | 1,310,040 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,365,330 CHF | 1,367,330 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,327,580 CHF | 1,329,580 CHF | 100.00% | 100.00% |