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 | 0.17% | 5.86 CHF | 5.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 449,954 CHF | 450,704 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 439,579 CHF | 440,329 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 6.11 CHF | 6.12 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 451,243 CHF | 451,993 CHF | 98.93% | 98.93% |
15/11/2024 | 0.16% | 5.93 CHF | 5.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 459,839 CHF | 460,589 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 475,994 CHF | 476,744 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 472,596 CHF | 473,346 CHF | 99.87% | 99.87% |
12/11/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 501,301 CHF | 502,051 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 512,129 CHF | 512,879 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 490,141 CHF | 490,891 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 496,847 CHF | 497,597 CHF | 99.68% | 99.68% |