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% | 6.40 CHF | 6.41 CHF | 100,000 | 100,000 | 43,865 | 43,865 | 281,625 CHF | 282,064 CHF | 99.80% | 99.80% |
19/11/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 100,000 | 100,000 | 45,725 | 45,725 | 286,618 CHF | 287,076 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 278,381 CHF | 278,822 CHF | 99.53% | 99.53% |
15/11/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 100,000 | 100,000 | 44,333 | 44,333 | 292,526 CHF | 292,971 CHF | 99.58% | 99.58% |
14/11/2024 | 0.25% | 6.78 CHF | 6.81 CHF | 48,500 | 48,500 | 31,249 | 31,249 | 212,029 CHF | 212,602 CHF | 98.87% | 98.87% |
13/11/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 98,000 | 98,000 | 43,768 | 43,768 | 297,023 CHF | 297,461 CHF | 99.71% | 99.71% |
12/11/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 97,000 | 97,000 | 43,486 | 43,486 | 298,054 CHF | 298,489 CHF | 97.55% | 97.55% |
11/11/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 98,000 | 98,000 | 44,019 | 44,019 | 300,155 CHF | 300,596 CHF | 99.27% | 99.27% |
08/11/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 98,000 | 98,000 | 43,871 | 43,871 | 300,495 CHF | 300,936 CHF | 99.20% | 99.20% |
07/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 97,000 | 97,000 | 44,200 | 44,200 | 295,207 CHF | 295,650 CHF | 99.74% | 99.74% |