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% | 6.60 CHF | 6.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 505,514 CHF | 506,264 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 495,635 CHF | 496,385 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 507,169 CHF | 507,919 CHF | 98.92% | 98.92% |
15/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 515,669 CHF | 516,419 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 531,668 CHF | 532,418 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 528,259 CHF | 529,009 CHF | 99.87% | 99.87% |
12/11/2024 | 0.13% | 7.28 CHF | 7.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 557,164 CHF | 557,914 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 567,994 CHF | 568,744 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 545,993 CHF | 546,743 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 552,388 CHF | 553,138 CHF | 99.67% | 99.67% |