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 | 0.16% | 6.21 CHF | 6.22 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 450,606 CHF | 451,324 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 448,205 CHF | 448,942 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 448,949 CHF | 449,686 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 450,003 CHF | 450,740 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 446,956 CHF | 447,679 CHF | 100.00% | 100.00% |
13/11/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 449,477 CHF | 450,213 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 448,969 CHF | 449,686 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 454,730 CHF | 455,447 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 451,308 CHF | 452,025 CHF | 99.18% | 99.18% |
07/11/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 447,381 CHF | 448,106 CHF | 100.00% | 100.00% |