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% | 6.89 CHF | 6.90 CHF | 100,000 | 100,000 | 43,864 | 43,864 | 303,102 CHF | 303,542 CHF | 99.79% | 99.79% |
19/11/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 100,000 | 100,000 | 45,716 | 45,716 | 308,898 CHF | 309,356 CHF | 99.99% | 99.99% |
18/11/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 100,000 | 100,000 | 44,021 | 44,021 | 299,988 CHF | 300,429 CHF | 99.53% | 99.53% |
15/11/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 100,000 | 100,000 | 44,379 | 44,379 | 314,624 CHF | 315,069 CHF | 99.67% | 99.67% |
14/11/2024 | 0.23% | 7.27 CHF | 7.30 CHF | 48,500 | 48,500 | 31,248 | 31,248 | 227,385 CHF | 227,957 CHF | 98.87% | 98.87% |
13/11/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 98,000 | 98,000 | 43,817 | 43,817 | 318,756 CHF | 319,195 CHF | 99.55% | 99.55% |
12/11/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 97,000 | 97,000 | 43,539 | 43,539 | 319,634 CHF | 320,070 CHF | 97.65% | 97.65% |
11/11/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 98,000 | 98,000 | 43,996 | 43,996 | 321,390 CHF | 321,831 CHF | 99.23% | 99.23% |
08/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 98,000 | 98,000 | 43,870 | 43,870 | 321,630 CHF | 322,071 CHF | 99.20% | 99.20% |
07/11/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 97,000 | 97,000 | 44,201 | 44,201 | 316,522 CHF | 316,966 CHF | 99.74% | 99.74% |