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% | 6.68 CHF | 6.69 CHF | 100,000 | 100,000 | 43,901 | 43,901 | 294,273 CHF | 294,713 CHF | 99.86% | 99.86% |
19/11/2024 | 0.16% | 6.60 CHF | 6.61 CHF | 100,000 | 100,000 | 45,669 | 45,669 | 299,156 CHF | 299,613 CHF | 99.90% | 99.90% |
18/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 100,000 | 100,000 | 44,026 | 44,026 | 290,876 CHF | 291,317 CHF | 99.54% | 99.54% |
15/11/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 100,000 | 100,000 | 44,368 | 44,368 | 305,325 CHF | 305,771 CHF | 99.66% | 99.66% |
14/11/2024 | 0.24% | 7.06 CHF | 7.09 CHF | 48,500 | 48,500 | 31,247 | 31,247 | 220,881 CHF | 221,454 CHF | 98.91% | 98.91% |
13/11/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 98,000 | 98,000 | 43,764 | 43,764 | 309,322 CHF | 309,761 CHF | 99.70% | 99.70% |
12/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 97,000 | 97,000 | 43,518 | 43,518 | 310,514 CHF | 310,950 CHF | 97.61% | 97.61% |
11/11/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 98,000 | 98,000 | 44,029 | 44,029 | 312,577 CHF | 313,018 CHF | 99.28% | 99.28% |
08/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 98,000 | 98,000 | 43,872 | 43,872 | 312,704 CHF | 313,145 CHF | 99.20% | 99.20% |
07/11/2024 | 0.15% | 7.13 CHF | 7.14 CHF | 97,000 | 97,000 | 44,182 | 44,182 | 307,389 CHF | 307,832 CHF | 99.74% | 99.74% |