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% | 6.22 CHF | 6.23 CHF | 15,540 | 15,540 | 15,327 | 15,327 | 98,051 CHF | 98,204 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 15,520 | 15,520 | 15,342 | 15,342 | 97,507 CHF | 97,661 CHF | 100.00% | 100.00% |
18/11/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 15,400 | 15,400 | 15,205 | 15,205 | 101,322 CHF | 101,474 CHF | 100.00% | 100.00% |
15/11/2024 | 0.14% | 6.74 CHF | 6.75 CHF | 15,300 | 15,300 | 15,230 | 15,230 | 105,515 CHF | 105,668 CHF | 78.17% | 78.17% |
14/11/2024 | 0.14% | 7.52 CHF | 7.53 CHF | 14,890 | 14,890 | 14,794 | 14,794 | 109,513 CHF | 109,661 CHF | 100.00% | 100.00% |
13/11/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 14,800 | 14,800 | 14,648 | 14,648 | 112,365 CHF | 112,512 CHF | 99.56% | 99.56% |
12/11/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 14,840 | 14,840 | 14,665 | 14,665 | 111,855 CHF | 112,001 CHF | 100.00% | 100.00% |
11/11/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 14,650 | 14,650 | 14,528 | 14,528 | 114,951 CHF | 115,097 CHF | 100.00% | 100.00% |
08/11/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 14,850 | 14,850 | 14,674 | 14,674 | 113,127 CHF | 113,274 CHF | 100.00% | 100.00% |
07/11/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 14,700 | 14,700 | 14,610 | 14,610 | 115,816 CHF | 115,962 CHF | 100.00% | 100.00% |