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% | 6.75 CHF | 6.76 CHF | 100,000 | 100,000 | 43,926 | 43,926 | 297,553 CHF | 297,993 CHF | 99.90% | 99.90% |
19/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 100,000 | 100,000 | 45,718 | 45,718 | 302,717 CHF | 303,175 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 100,000 | 100,000 | 44,142 | 44,142 | 294,783 CHF | 295,225 CHF | 99.90% | 99.90% |
15/11/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 100,000 | 100,000 | 44,474 | 44,474 | 309,180 CHF | 309,626 CHF | 99.85% | 99.85% |
14/11/2024 | 0.23% | 7.13 CHF | 7.16 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 223,196 CHF | 223,770 CHF | 98.97% | 98.97% |
13/11/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 98,000 | 98,000 | 43,920 | 43,920 | 313,430 CHF | 313,870 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 97,000 | 97,000 | 43,713 | 43,713 | 314,912 CHF | 315,350 CHF | 97.99% | 97.99% |
11/11/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 98,000 | 98,000 | 44,146 | 44,146 | 316,419 CHF | 316,861 CHF | 99.50% | 99.50% |
08/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 98,000 | 98,000 | 43,874 | 43,874 | 315,683 CHF | 316,124 CHF | 99.19% | 99.19% |
07/11/2024 | 0.15% | 7.20 CHF | 7.21 CHF | 97,000 | 97,000 | 44,182 | 44,182 | 310,415 CHF | 310,858 CHF | 99.74% | 99.74% |