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 | 75,000 | 75,000 | 75,000 | 75,000 | 496,033 CHF | 496,783 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 486,122 CHF | 486,872 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 497,668 CHF | 498,418 CHF | 98.92% | 98.92% |
15/11/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 506,189 CHF | 506,939 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 522,198 CHF | 522,948 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 6.89 CHF | 6.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 518,768 CHF | 519,518 CHF | 99.88% | 99.88% |
12/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 547,664 CHF | 548,414 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.49 CHF | 7.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 558,500 CHF | 559,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 536,493 CHF | 537,243 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 542,934 CHF | 543,684 CHF | 99.68% | 99.68% |