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% | 6.46 CHF | 6.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 490,077 CHF | 490,827 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 488,646 CHF | 489,396 CHF | 99.87% | 99.87% |
18/11/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 75,000 | 75,000 | 74,415 | 74,415 | 494,041 CHF | 494,785 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 73,000 | 73,000 | 73,117 | 73,117 | 493,056 CHF | 493,787 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 73,000 | 73,000 | 73,000 | 73,000 | 506,062 CHF | 506,792 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 73,000 | 73,000 | 71,339 | 71,339 | 502,163 CHF | 502,876 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 73,000 | 73,000 | 71,604 | 71,604 | 502,656 CHF | 503,372 CHF | 99.89% | 99.89% |
11/11/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 499,434 CHF | 500,134 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 73,000 | 73,000 | 71,199 | 71,199 | 502,075 CHF | 502,787 CHF | 98.89% | 98.89% |
07/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 499,743 CHF | 500,443 CHF | 100.00% | 100.00% |