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 | 0.15% | 6.74 CHF | 6.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 341,238 CHF | 341,738 CHF | 99.37% | 99.37% |
19/11/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 332,400 CHF | 332,900 CHF | 99.26% | 99.26% |
18/11/2024 | 0.14% | 6.83 CHF | 6.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 348,496 CHF | 348,996 CHF | 99.30% | 99.30% |
15/11/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 349,013 CHF | 349,513 CHF | 99.39% | 99.39% |
14/11/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 343,739 CHF | 344,239 CHF | 99.35% | 99.35% |
13/11/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 333,127 CHF | 333,627 CHF | 99.38% | 99.38% |
12/11/2024 | 0.17% | 5.56 CHF | 5.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 292,335 CHF | 292,835 CHF | 99.08% | 99.08% |
11/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 292,438 CHF | 292,938 CHF | 99.29% | 99.29% |
08/11/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 277,265 CHF | 277,765 CHF | 99.38% | 99.38% |
07/11/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 271,719 CHF | 272,219 CHF | 99.27% | 99.27% |