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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,040,260 CHF | 1,041,860 CHF | 100.00% | 100.00% |
20/11/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 939,018 CHF | 940,618 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 935,430 CHF | 937,030 CHF | 100.00% | 100.00% |
18/11/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 893,117 CHF | 894,717 CHF | 100.00% | 100.00% |
15/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 853,997 CHF | 855,597 CHF | 100.00% | 100.00% |
14/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 835,886 CHF | 837,486 CHF | 99.91% | 99.91% |
13/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 905,821 CHF | 907,421 CHF | 100.00% | 100.00% |
12/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 896,250 CHF | 897,850 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.71 CHF | 5.72 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 963,953 CHF | 965,553 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,010,820 CHF | 1,012,420 CHF | 100.00% | 100.00% |