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% | 6.44 CHF | 6.45 CHF | 72,000 | 72,000 | 71,811 | 71,811 | 467,313 CHF | 468,031 CHF | 99.90% | 99.90% |
19/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 465,260 CHF | 465,997 CHF | 99.90% | 99.90% |
18/11/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 466,056 CHF | 466,793 CHF | 99.97% | 99.97% |
15/11/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 74,000 | 74,000 | 73,654 | 73,654 | 467,140 CHF | 467,876 CHF | 99.71% | 99.71% |
14/11/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 72,000 | 72,000 | 72,310 | 72,310 | 463,765 CHF | 464,488 CHF | 99.79% | 99.79% |
13/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 74,000 | 74,000 | 73,562 | 73,562 | 466,587 CHF | 467,323 CHF | 99.88% | 99.88% |
12/11/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 465,662 CHF | 466,379 CHF | 99.98% | 99.98% |
11/11/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 471,462 CHF | 472,179 CHF | 99.98% | 99.98% |
08/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 468,058 CHF | 468,775 CHF | 99.20% | 99.20% |
07/11/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 464,333 CHF | 465,057 CHF | 99.98% | 99.98% |