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 | 0.15% | 6.47 CHF | 6.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,325,780 CHF | 1,327,780 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,296,810 CHF | 1,298,810 CHF | 99.78% | 99.78% |
18/11/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 200,000 | 200,000 | 199,904 | 199,904 | 1,341,140 CHF | 1,343,140 CHF | 99.09% | 99.09% |
15/11/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,376,170 CHF | 1,378,170 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.98 CHF | 6.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,372,480 CHF | 1,374,480 CHF | 99.08% | 99.08% |
13/11/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,305,020 CHF | 1,307,020 CHF | 99.99% | 99.99% |
12/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,365,860 CHF | 1,367,860 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,423,210 CHF | 1,425,210 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 6.85 CHF | 6.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,385,550 CHF | 1,387,550 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,414,490 CHF | 1,416,490 CHF | 99.67% | 99.67% |