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% | 6.52 CHF | 6.53 CHF | 98,000 | 98,000 | 97,817 | 97,817 | 640,610 CHF | 641,588 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.53 CHF | 6.54 CHF | 98,000 | 98,000 | 97,793 | 97,793 | 641,616 CHF | 642,594 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 644,130 CHF | 645,090 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 97,000 | 97,000 | 96,062 | 96,062 | 643,690 CHF | 644,651 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 95,000 | 95,000 | 95,692 | 95,692 | 643,893 CHF | 644,850 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 97,000 | 97,000 | 96,534 | 96,534 | 642,712 CHF | 643,677 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 96,000 | 96,000 | 96,000 | 96,000 | 643,622 CHF | 644,582 CHF | 99.85% | 99.85% |
11/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 95,000 | 95,000 | 94,285 | 94,285 | 643,881 CHF | 644,824 CHF | 99.65% | 99.65% |
08/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 95,000 | 95,000 | 94,688 | 94,688 | 645,624 CHF | 646,571 CHF | 98.72% | 98.72% |
07/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 94,000 | 94,000 | 94,000 | 94,000 | 646,601 CHF | 647,541 CHF | 100.00% | 100.00% |