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% | 6.58 CHF | 6.59 CHF | 100,000 | 100,000 | 43,895 | 43,895 | 289,688 CHF | 290,128 CHF | 99.85% | 99.85% |
19/11/2024 | 0.16% | 6.50 CHF | 6.51 CHF | 100,000 | 100,000 | 45,725 | 45,725 | 294,797 CHF | 295,255 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.57 CHF | 6.58 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 286,280 CHF | 286,721 CHF | 99.53% | 99.53% |
15/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 100,000 | 100,000 | 44,333 | 44,333 | 300,495 CHF | 300,940 CHF | 99.58% | 99.58% |
14/11/2024 | 0.24% | 6.96 CHF | 6.99 CHF | 48,500 | 48,500 | 31,249 | 31,249 | 217,650 CHF | 218,223 CHF | 98.87% | 98.87% |
13/11/2024 | 0.15% | 6.93 CHF | 6.94 CHF | 98,000 | 98,000 | 43,777 | 43,777 | 304,909 CHF | 305,348 CHF | 99.69% | 99.69% |
12/11/2024 | 0.15% | 7.02 CHF | 7.03 CHF | 97,000 | 97,000 | 43,562 | 43,562 | 306,342 CHF | 306,778 CHF | 97.68% | 97.68% |
11/11/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 98,000 | 98,000 | 44,003 | 44,003 | 307,881 CHF | 308,322 CHF | 99.24% | 99.24% |
08/11/2024 | 0.15% | 6.99 CHF | 7.00 CHF | 98,000 | 98,000 | 43,870 | 43,870 | 308,220 CHF | 308,661 CHF | 99.20% | 99.20% |
07/11/2024 | 0.15% | 7.03 CHF | 7.04 CHF | 97,000 | 97,000 | 44,201 | 44,201 | 303,026 CHF | 303,469 CHF | 99.74% | 99.74% |