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% | 6.55 CHF | 6.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,286,040 CHF | 1,288,040 CHF | 100.00% | 100.00% |
20/11/2024 | 0.15% | 6.31 CHF | 6.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,294,500 CHF | 1,296,500 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,265,590 CHF | 1,267,590 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 200,000 | 200,000 | 199,910 | 199,910 | 1,309,880 CHF | 1,311,880 CHF | 99.06% | 99.06% |
15/11/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,344,910 CHF | 1,346,910 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,341,170 CHF | 1,343,170 CHF | 99.08% | 99.08% |
13/11/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,273,770 CHF | 1,275,770 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.40 CHF | 6.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,334,710 CHF | 1,336,710 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,391,970 CHF | 1,393,970 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,354,250 CHF | 1,356,250 CHF | 100.00% | 100.00% |