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% | 6.68 CHF | 6.69 CHF | 72,000 | 72,000 | 71,811 | 71,811 | 484,691 CHF | 485,409 CHF | 99.84% | 99.84% |
19/11/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 74,000 | 74,000 | 73,694 | 73,694 | 483,107 CHF | 483,844 CHF | 99.38% | 99.38% |
18/11/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 483,925 CHF | 484,662 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 485,020 CHF | 485,757 CHF | 99.90% | 99.90% |
14/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 72,000 | 72,000 | 72,310 | 72,310 | 481,297 CHF | 482,020 CHF | 99.86% | 99.86% |
13/11/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 484,454 CHF | 485,189 CHF | 99.89% | 99.89% |
12/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 483,008 CHF | 483,725 CHF | 99.76% | 99.76% |
11/11/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 488,835 CHF | 489,552 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 485,473 CHF | 486,190 CHF | 99.20% | 99.20% |
07/11/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 481,972 CHF | 482,696 CHF | 100.00% | 100.00% |