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 | 0.49% | 6.32 CHF | 6.33 CHF | 37,000 | 37,000 | 16,933 | 16,933 | 107,465 CHF | 107,864 CHF | 99.43% | 99.43% |
19/11/2024 | 0.49% | 6.34 CHF | 6.35 CHF | 37,000 | 37,000 | 16,917 | 16,917 | 106,984 CHF | 107,383 CHF | 100.00% | 100.00% |
18/11/2024 | 0.48% | 6.42 CHF | 6.43 CHF | 36,000 | 36,000 | 16,378 | 16,378 | 105,212 CHF | 105,595 CHF | 99.74% | 99.74% |
15/11/2024 | 0.50% | 6.37 CHF | 6.38 CHF | 37,000 | 37,000 | 16,908 | 16,908 | 106,506 CHF | 106,906 CHF | 99.60% | 99.60% |
14/11/2024 | 0.49% | 6.32 CHF | 6.33 CHF | 37,000 | 37,000 | 16,975 | 16,975 | 107,259 CHF | 107,658 CHF | 98.53% | 98.53% |
13/11/2024 | 0.50% | 6.34 CHF | 6.35 CHF | 37,000 | 37,000 | 16,945 | 16,945 | 106,340 CHF | 106,740 CHF | 100.00% | 100.00% |
12/11/2024 | 0.50% | 6.30 CHF | 6.31 CHF | 37,000 | 37,000 | 16,951 | 16,951 | 106,518 CHF | 106,918 CHF | 99.88% | 99.88% |
11/11/2024 | 0.50% | 6.28 CHF | 6.29 CHF | 37,000 | 37,000 | 16,934 | 16,934 | 105,504 CHF | 105,903 CHF | 99.90% | 99.90% |
08/11/2024 | 0.47% | 6.08 CHF | 6.09 CHF | 38,000 | 38,000 | 17,492 | 17,492 | 106,091 CHF | 106,462 CHF | 98.88% | 98.88% |
07/11/2024 | 0.47% | 6.00 CHF | 6.01 CHF | 39,000 | 39,000 | 17,352 | 17,352 | 105,390 CHF | 105,760 CHF | 99.90% | 99.90% |