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% | 6.52 CHF | 6.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 984,798 CHF | 328,766 CHF | 99.36% | 99.36% |
19/11/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 150,000 | 50,000 | 332,159 | 110,695 | 2,132,190 CHF | 711,682 CHF | 99.38% | 99.38% |
18/11/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,053,080 CHF | 1,019,190 CHF | 97.57% | 97.57% |
15/11/2024 | 0.14% | 6.80 CHF | 6.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,122,400 CHF | 1,042,300 CHF | 99.38% | 99.38% |
14/11/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,110,990 CHF | 1,038,500 CHF | 99.37% | 99.37% |
13/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,058,580 CHF | 1,021,030 CHF | 96.89% | 96.89% |
12/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,064,990 CHF | 1,023,160 CHF | 96.78% | 96.78% |
11/11/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,045,480 CHF | 1,016,660 CHF | 99.35% | 99.35% |
08/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,992,920 CHF | 999,142 CHF | 99.23% | 99.23% |
07/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,060,670 CHF | 1,021,720 CHF | 98.71% | 98.71% |