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 | 0.16% | 6.30 CHF | 6.31 CHF | 100,000 | 100,000 | 43,871 | 43,871 | 277,152 CHF | 277,591 CHF | 99.68% | 99.68% |
19/11/2024 | 0.17% | 6.22 CHF | 6.23 CHF | 100,000 | 100,000 | 45,703 | 45,703 | 281,803 CHF | 282,261 CHF | 99.96% | 99.96% |
18/11/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 100,000 | 100,000 | 44,021 | 44,021 | 273,861 CHF | 274,302 CHF | 99.53% | 99.53% |
15/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 100,000 | 100,000 | 44,432 | 44,432 | 288,590 CHF | 289,036 CHF | 99.77% | 99.77% |
14/11/2024 | 0.25% | 6.68 CHF | 6.71 CHF | 48,500 | 48,500 | 31,258 | 31,258 | 208,868 CHF | 209,442 CHF | 98.92% | 98.92% |
13/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 98,000 | 98,000 | 43,809 | 43,809 | 292,827 CHF | 293,266 CHF | 99.54% | 99.54% |
12/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 97,000 | 97,000 | 43,547 | 43,547 | 294,018 CHF | 294,454 CHF | 97.66% | 97.66% |
11/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 98,000 | 98,000 | 44,002 | 44,002 | 295,561 CHF | 296,001 CHF | 99.24% | 99.24% |
08/11/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 98,000 | 98,000 | 43,872 | 43,872 | 296,069 CHF | 296,510 CHF | 99.20% | 99.20% |
07/11/2024 | 0.16% | 6.75 CHF | 6.76 CHF | 97,000 | 97,000 | 44,202 | 44,202 | 290,748 CHF | 291,191 CHF | 99.74% | 99.74% |