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 | 0.18% | 5.56 CHF | 5.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 427,582 CHF | 428,332 CHF | 100.00% | 100.00% |
19/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 417,014 CHF | 417,764 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 428,726 CHF | 429,476 CHF | 98.93% | 98.93% |
15/11/2024 | 0.17% | 5.63 CHF | 5.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 437,368 CHF | 438,118 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 6.12 CHF | 6.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 453,587 CHF | 454,337 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 450,198 CHF | 450,948 CHF | 99.87% | 99.87% |
12/11/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 478,821 CHF | 479,571 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 489,654 CHF | 490,404 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 467,660 CHF | 468,410 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 474,477 CHF | 475,227 CHF | 99.67% | 99.67% |