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% | 6.65 CHF | 6.66 CHF | 100,000 | 100,000 | 43,922 | 43,922 | 293,113 CHF | 293,553 CHF | 99.90% | 99.90% |
19/11/2024 | 0.16% | 6.57 CHF | 6.58 CHF | 100,000 | 100,000 | 45,727 | 45,727 | 298,204 CHF | 298,662 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 100,000 | 100,000 | 44,139 | 44,139 | 290,318 CHF | 290,760 CHF | 99.90% | 99.90% |
15/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 100,000 | 100,000 | 44,476 | 44,476 | 304,714 CHF | 305,161 CHF | 99.85% | 99.85% |
14/11/2024 | 0.24% | 7.03 CHF | 7.06 CHF | 48,500 | 48,500 | 31,258 | 31,258 | 219,982 CHF | 220,556 CHF | 98.97% | 98.97% |
13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 98,000 | 98,000 | 43,924 | 43,924 | 309,066 CHF | 309,506 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 97,000 | 97,000 | 43,714 | 43,714 | 310,551 CHF | 310,989 CHF | 97.99% | 97.99% |
11/11/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 98,000 | 98,000 | 44,145 | 44,145 | 312,022 CHF | 312,464 CHF | 99.50% | 99.50% |
08/11/2024 | 0.15% | 7.06 CHF | 7.07 CHF | 98,000 | 98,000 | 43,877 | 43,877 | 311,371 CHF | 311,812 CHF | 99.18% | 99.18% |
07/11/2024 | 0.15% | 7.10 CHF | 7.11 CHF | 97,000 | 97,000 | 44,181 | 44,181 | 306,031 CHF | 306,474 CHF | 99.74% | 99.74% |