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% | 6.85 CHF | 6.86 CHF | 100,000 | 100,000 | 43,925 | 43,925 | 301,968 CHF | 302,409 CHF | 99.90% | 99.90% |
19/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 100,000 | 100,000 | 45,724 | 45,724 | 307,354 CHF | 307,812 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 100,000 | 100,000 | 44,143 | 44,143 | 299,243 CHF | 299,686 CHF | 99.90% | 99.90% |
15/11/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 100,000 | 100,000 | 44,477 | 44,477 | 313,693 CHF | 314,140 CHF | 99.85% | 99.85% |
14/11/2024 | 0.23% | 7.23 CHF | 7.26 CHF | 48,500 | 48,500 | 31,267 | 31,267 | 226,348 CHF | 226,922 CHF | 98.97% | 98.97% |
13/11/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 98,000 | 98,000 | 43,920 | 43,920 | 317,839 CHF | 318,279 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 97,000 | 97,000 | 43,714 | 43,714 | 319,291 CHF | 319,729 CHF | 97.99% | 97.99% |
11/11/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 98,000 | 98,000 | 44,141 | 44,141 | 320,798 CHF | 321,240 CHF | 99.50% | 99.50% |
08/11/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 98,000 | 98,000 | 43,875 | 43,875 | 320,030 CHF | 320,471 CHF | 99.18% | 99.18% |
07/11/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 97,000 | 97,000 | 44,203 | 44,203 | 314,934 CHF | 315,377 CHF | 99.74% | 99.74% |