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% | 6.58 CHF | 6.59 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 477,161 CHF | 477,879 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 475,435 CHF | 476,172 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.50 CHF | 6.51 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 476,264 CHF | 477,001 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.41 CHF | 6.42 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 477,356 CHF | 478,092 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 473,782 CHF | 474,506 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 476,734 CHF | 477,470 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 72,000 | 72,000 | 71,704 | 71,704 | 475,527 CHF | 476,244 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 481,320 CHF | 482,037 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 477,943 CHF | 478,660 CHF | 99.18% | 99.18% |
07/11/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 474,398 CHF | 475,122 CHF | 100.00% | 100.00% |