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% | 6.29 CHF | 6.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 627,922 CHF | 628,922 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 625,721 CHF | 626,721 CHF | 99.92% | 99.92% |
18/11/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 100,000 | 100,000 | 52,094 | 52,092 | 320,409 CHF | 320,914 CHF | 99.91% | 99.91% |
15/11/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 149,260 CHF | 149,510 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,867 CHF | 147,117 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 147,607 CHF | 147,857 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,002 CHF | 142,252 CHF | 99.71% | 99.71% |
11/11/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,804 CHF | 145,054 CHF | 99.91% | 99.91% |
08/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 148,666 CHF | 148,916 CHF | 100.00% | 100.00% |
07/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,438 CHF | 146,688 CHF | 99.91% | 99.91% |