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% | 6.98 CHF | 6.99 CHF | 276,600 | 276,600 | 277,618 | 277,618 | 1,906,220 CHF | 1,908,990 CHF | 99.42% | 99.42% |
19/11/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 278,400 | 278,400 | 276,113 | 276,113 | 1,873,130 CHF | 1,875,890 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 274,600 | 274,600 | 277,292 | 277,292 | 1,903,380 CHF | 1,906,150 CHF | 98.76% | 98.76% |
15/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 279,200 | 279,200 | 275,727 | 275,727 | 1,888,590 CHF | 1,891,340 CHF | 98.67% | 98.67% |
14/11/2024 | 0.14% | 6.82 CHF | 6.83 CHF | 273,600 | 273,600 | 282,183 | 282,183 | 1,958,690 CHF | 1,961,510 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 288,000 | 288,000 | 286,920 | 286,920 | 1,906,940 CHF | 1,909,810 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 286,200 | 286,200 | 289,446 | 289,446 | 1,916,520 CHF | 1,919,410 CHF | 99.78% | 99.78% |
11/11/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 291,600 | 291,600 | 303,516 | 303,516 | 1,964,210 CHF | 1,967,250 CHF | 99.72% | 99.72% |
08/11/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 311,400 | 311,400 | 311,758 | 311,758 | 1,905,880 CHF | 1,909,000 CHF | 99.15% | 99.15% |
07/11/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 312,000 | 312,000 | 303,704 | 303,704 | 1,855,330 CHF | 1,858,370 CHF | 99.96% | 99.96% |