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% | 6.59 CHF | 6.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 505,273 CHF | 506,023 CHF | 99.94% | 99.94% |
19/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 495,419 CHF | 496,169 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 506,950 CHF | 507,700 CHF | 98.93% | 98.93% |
15/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 515,456 CHF | 516,206 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 531,445 CHF | 532,195 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 528,034 CHF | 528,784 CHF | 99.88% | 99.88% |
12/11/2024 | 0.13% | 7.28 CHF | 7.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 556,937 CHF | 557,687 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 567,763 CHF | 568,513 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 545,768 CHF | 546,518 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 552,170 CHF | 552,920 CHF | 99.68% | 99.68% |