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 | 0.16% | 6.29 CHF | 6.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 482,500 CHF | 483,250 CHF | 99.92% | 99.92% |
19/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 472,459 CHF | 473,209 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 484,043 CHF | 484,793 CHF | 98.93% | 98.93% |
15/11/2024 | 0.15% | 6.37 CHF | 6.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 492,590 CHF | 493,340 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 508,638 CHF | 509,388 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 505,215 CHF | 505,965 CHF | 99.88% | 99.88% |
12/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 534,073 CHF | 534,823 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 544,893 CHF | 545,643 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 522,896 CHF | 523,646 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 529,410 CHF | 530,160 CHF | 99.67% | 99.67% |