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% | 6.15 CHF | 6.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 472,312 CHF | 473,062 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 462,147 CHF | 462,897 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 473,755 CHF | 474,505 CHF | 98.92% | 98.92% |
15/11/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 482,320 CHF | 483,070 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 498,403 CHF | 499,153 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 495,002 CHF | 495,752 CHF | 99.88% | 99.88% |
12/11/2024 | 0.14% | 6.84 CHF | 6.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 523,784 CHF | 524,534 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 534,613 CHF | 535,363 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 512,621 CHF | 513,371 CHF | 100.00% | 100.00% |
07/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 519,208 CHF | 519,958 CHF | 99.67% | 99.67% |