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% | 6.79 CHF | 6.80 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,071,690 CHF | 1,073,290 CHF | 100.00% | 100.00% |
20/11/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 970,524 CHF | 972,124 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 967,427 CHF | 969,027 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 924,964 CHF | 926,564 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 886,173 CHF | 887,773 CHF | 100.00% | 100.00% |
14/11/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 868,661 CHF | 870,261 CHF | 99.91% | 99.91% |
13/11/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 937,290 CHF | 938,890 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 928,116 CHF | 929,716 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 5.91 CHF | 5.92 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 994,792 CHF | 996,392 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,040,700 CHF | 1,042,300 CHF | 100.00% | 100.00% |