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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 72,000 | 72,000 | 71,573 | 71,573 | 507,168 CHF | 507,883 CHF | 100.00% | 100.00% |
20/11/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 501,032 CHF | 501,750 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 499,908 CHF | 500,645 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 500,825 CHF | 501,562 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 501,910 CHF | 502,647 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 497,847 CHF | 498,570 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 501,263 CHF | 501,999 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 72,000 | 72,000 | 71,704 | 71,704 | 499,392 CHF | 500,109 CHF | 100.00% | 100.00% |
11/11/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 505,195 CHF | 505,912 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 501,863 CHF | 502,580 CHF | 99.18% | 99.18% |