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% | 6.71 CHF | 6.72 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 487,023 CHF | 487,741 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 485,539 CHF | 486,276 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 486,358 CHF | 487,095 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 487,487 CHF | 488,224 CHF | 100.00% | 100.00% |
14/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 483,698 CHF | 484,421 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 486,880 CHF | 487,616 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 485,358 CHF | 486,075 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 491,171 CHF | 491,888 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 487,821 CHF | 488,538 CHF | 99.18% | 99.18% |
07/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 484,373 CHF | 485,097 CHF | 100.00% | 100.00% |