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% | 6.39 CHF | 6.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 964,843 CHF | 322,114 CHF | 99.37% | 99.37% |
19/11/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 150,000 | 50,000 | 332,158 | 110,696 | 2,088,070 CHF | 696,981 CHF | 99.38% | 99.38% |
18/11/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,993,170 CHF | 999,224 CHF | 97.57% | 97.57% |
15/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,062,340 CHF | 1,022,280 CHF | 99.38% | 99.38% |
14/11/2024 | 0.15% | 6.95 CHF | 6.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,051,030 CHF | 1,018,510 CHF | 99.38% | 99.38% |
13/11/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,998,600 CHF | 1,001,030 CHF | 96.95% | 96.95% |
12/11/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,005,010 CHF | 1,003,170 CHF | 96.92% | 96.92% |
11/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,985,620 CHF | 996,705 CHF | 99.35% | 99.35% |
08/11/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,932,850 CHF | 979,117 CHF | 99.23% | 99.23% |
07/11/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,000,410 CHF | 1,001,640 CHF | 98.68% | 98.68% |