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 | 0.15% | 6.82 CHF | 6.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,339,610 CHF | 1,341,610 CHF | 100.00% | 100.00% |
20/11/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,348,380 CHF | 1,350,380 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,319,380 CHF | 1,321,380 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 200,000 | 200,000 | 199,905 | 199,905 | 1,363,820 CHF | 1,365,820 CHF | 99.07% | 99.07% |
15/11/2024 | 0.14% | 6.89 CHF | 6.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,398,980 CHF | 1,400,980 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,395,150 CHF | 1,397,150 CHF | 99.08% | 99.08% |
13/11/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,327,760 CHF | 1,329,760 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 6.67 CHF | 6.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,388,670 CHF | 1,390,670 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,445,970 CHF | 1,447,970 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,408,310 CHF | 1,410,310 CHF | 100.00% | 100.00% |