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 | 0.51% | 6.09 CHF | 6.10 CHF | 37,000 | 37,000 | 16,932 | 16,932 | 103,586 CHF | 103,986 CHF | 99.43% | 99.43% |
19/11/2024 | 0.51% | 6.12 CHF | 6.13 CHF | 37,000 | 37,000 | 16,917 | 16,917 | 103,158 CHF | 103,557 CHF | 100.00% | 100.00% |
18/11/2024 | 0.50% | 6.20 CHF | 6.21 CHF | 36,000 | 36,000 | 16,378 | 16,378 | 101,500 CHF | 101,883 CHF | 99.74% | 99.74% |
15/11/2024 | 0.52% | 6.14 CHF | 6.15 CHF | 37,000 | 37,000 | 16,908 | 16,908 | 102,658 CHF | 103,058 CHF | 99.60% | 99.60% |
14/11/2024 | 0.51% | 6.09 CHF | 6.10 CHF | 37,000 | 37,000 | 16,975 | 16,975 | 103,399 CHF | 103,798 CHF | 98.56% | 98.56% |
13/11/2024 | 0.52% | 6.11 CHF | 6.12 CHF | 37,000 | 37,000 | 16,944 | 16,944 | 102,472 CHF | 102,872 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 6.08 CHF | 6.09 CHF | 37,000 | 37,000 | 16,950 | 16,950 | 102,687 CHF | 103,087 CHF | 99.90% | 99.90% |
11/11/2024 | 0.52% | 6.05 CHF | 6.06 CHF | 37,000 | 37,000 | 16,934 | 16,934 | 101,684 CHF | 102,084 CHF | 99.90% | 99.90% |
08/11/2024 | 0.49% | 5.86 CHF | 5.87 CHF | 38,000 | 38,000 | 17,466 | 17,466 | 102,028 CHF | 102,398 CHF | 99.05% | 99.05% |
07/11/2024 | 0.49% | 5.77 CHF | 5.78 CHF | 39,000 | 39,000 | 17,352 | 17,352 | 101,500 CHF | 101,870 CHF | 99.90% | 99.90% |