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 | 0.16% | 6.18 CHF | 6.19 CHF | 107,800 | 107,800 | 107,079 | 107,079 | 663,370 CHF | 664,440 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 106,600 | 106,600 | 108,408 | 108,408 | 679,287 CHF | 680,371 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 109,700 | 109,700 | 109,580 | 109,580 | 674,451 CHF | 675,547 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 109,600 | 109,600 | 109,967 | 109,967 | 673,741 CHF | 674,841 CHF | 98.67% | 98.67% |
14/11/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 110,200 | 110,200 | 107,476 | 107,476 | 656,074 CHF | 657,148 CHF | 99.91% | 99.91% |
13/11/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 105,700 | 105,700 | 105,279 | 105,279 | 661,554 CHF | 662,607 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 105,000 | 105,000 | 104,579 | 104,579 | 660,814 CHF | 661,859 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 104,300 | 104,300 | 101,414 | 101,414 | 647,945 CHF | 648,959 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 99,500 | 99,500 | 100,524 | 100,524 | 664,979 CHF | 665,984 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 101,200 | 101,200 | 101,684 | 101,684 | 664,747 CHF | 665,764 CHF | 100.00% | 100.00% |