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% | 5.96 CHF | 5.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 457,507 CHF | 458,257 CHF | 99.95% | 99.95% |
19/11/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 447,231 CHF | 447,981 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 458,860 CHF | 459,610 CHF | 98.93% | 98.93% |
15/11/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 467,442 CHF | 468,192 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 483,570 CHF | 484,320 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 480,171 CHF | 480,921 CHF | 99.87% | 99.87% |
12/11/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 508,906 CHF | 509,656 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 519,740 CHF | 520,490 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 497,749 CHF | 498,499 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 504,392 CHF | 505,142 CHF | 99.67% | 99.67% |