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 | 0.14% | 6.87 CHF | 6.88 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 207,799 CHF | 208,099 CHF | 99.73% | 99.73% |
19/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 206,583 CHF | 206,883 CHF | 99.83% | 99.83% |
18/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 206,167 CHF | 206,467 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 204,886 CHF | 205,186 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 201,998 CHF | 202,298 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 199,370 CHF | 199,670 CHF | 99.93% | 99.93% |
12/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 199,137 CHF | 199,437 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 202,108 CHF | 202,408 CHF | 99.67% | 99.67% |
08/11/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 198,590 CHF | 198,890 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 202,226 CHF | 202,526 CHF | 99.70% | 99.70% |