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% | 6.55 CHF | 6.56 CHF | 100,000 | 100,000 | 43,926 | 43,926 | 288,710 CHF | 289,150 CHF | 99.90% | 99.90% |
19/11/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 100,000 | 100,000 | 45,725 | 45,725 | 293,596 CHF | 294,054 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 100,000 | 100,000 | 44,142 | 44,142 | 285,897 CHF | 286,339 CHF | 99.90% | 99.90% |
15/11/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 100,000 | 100,000 | 44,474 | 44,474 | 300,213 CHF | 300,660 CHF | 99.85% | 99.85% |
14/11/2024 | 0.24% | 6.93 CHF | 6.96 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 216,893 CHF | 217,467 CHF | 98.97% | 98.97% |
13/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 98,000 | 98,000 | 43,924 | 43,924 | 304,665 CHF | 305,105 CHF | 100.00% | 100.00% |
12/11/2024 | 0.15% | 6.99 CHF | 7.00 CHF | 97,000 | 97,000 | 43,716 | 43,716 | 306,185 CHF | 306,623 CHF | 97.99% | 97.99% |
11/11/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 98,000 | 98,000 | 44,142 | 44,142 | 307,587 CHF | 308,028 CHF | 99.50% | 99.50% |
08/11/2024 | 0.15% | 6.96 CHF | 6.97 CHF | 98,000 | 98,000 | 43,875 | 43,875 | 307,013 CHF | 307,454 CHF | 99.18% | 99.18% |
07/11/2024 | 0.15% | 7.00 CHF | 7.01 CHF | 97,000 | 97,000 | 44,202 | 44,202 | 301,800 CHF | 302,243 CHF | 99.74% | 99.74% |