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% | 6.40 CHF | 6.41 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 464,154 CHF | 464,873 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 462,105 CHF | 462,842 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 462,879 CHF | 463,616 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 463,963 CHF | 464,700 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 460,637 CHF | 461,360 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 463,399 CHF | 464,135 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.43 CHF | 6.44 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 462,495 CHF | 463,212 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 468,280 CHF | 468,997 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 464,916 CHF | 465,633 CHF | 99.18% | 99.18% |
07/11/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 461,146 CHF | 461,870 CHF | 100.00% | 100.00% |