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% | 6.44 CHF | 6.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 493,880 CHF | 494,630 CHF | 99.92% | 99.92% |
19/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 483,952 CHF | 484,702 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 495,501 CHF | 496,251 CHF | 98.93% | 98.93% |
15/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 504,022 CHF | 504,772 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 520,044 CHF | 520,794 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 516,620 CHF | 517,370 CHF | 99.88% | 99.88% |
12/11/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 545,501 CHF | 546,251 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 556,326 CHF | 557,076 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 534,332 CHF | 535,082 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 540,783 CHF | 541,533 CHF | 99.67% | 99.67% |