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 | 0.14% | 7.44 CHF | 7.45 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 728,649 CHF | 729,641 CHF | 99.89% | 99.89% |
20/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 665,390 CHF | 666,381 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 100,000 | 100,000 | 99,048 | 99,044 | 663,123 CHF | 664,084 CHF | 98.67% | 98.67% |
18/11/2024 | 0.16% | 6.56 CHF | 6.57 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 637,544 CHF | 638,536 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 619,605 CHF | 620,605 CHF | 70.86% | 70.86% |
14/11/2024 | 0.17% | 6.23 CHF | 6.24 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 603,380 CHF | 604,372 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 646,169 CHF | 647,161 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 640,195 CHF | 641,187 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 682,258 CHF | 683,250 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 711,256 CHF | 712,248 CHF | 100.00% | 100.00% |