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% | 6.78 CHF | 6.79 CHF | 100,000 | 100,000 | 43,869 | 43,869 | 298,605 CHF | 299,045 CHF | 99.68% | 99.68% |
19/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 100,000 | 100,000 | 45,677 | 45,677 | 303,922 CHF | 304,379 CHF | 99.91% | 99.91% |
18/11/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 295,414 CHF | 295,855 CHF | 99.53% | 99.53% |
15/11/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 100,000 | 100,000 | 44,306 | 44,306 | 309,504 CHF | 309,949 CHF | 99.53% | 99.53% |
14/11/2024 | 0.23% | 7.17 CHF | 7.20 CHF | 48,500 | 48,500 | 31,250 | 31,250 | 224,154 CHF | 224,727 CHF | 98.93% | 98.93% |
13/11/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 98,000 | 98,000 | 43,794 | 43,794 | 314,077 CHF | 314,516 CHF | 99.43% | 99.43% |
12/11/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 97,000 | 97,000 | 43,558 | 43,558 | 315,285 CHF | 315,721 CHF | 97.68% | 97.68% |
11/11/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 98,000 | 98,000 | 44,060 | 44,060 | 317,338 CHF | 317,780 CHF | 99.34% | 99.34% |
08/11/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 98,000 | 98,000 | 43,875 | 43,875 | 317,198 CHF | 317,639 CHF | 99.20% | 99.20% |
07/11/2024 | 0.15% | 7.24 CHF | 7.25 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 311,878 CHF | 312,320 CHF | 99.74% | 99.74% |