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% | 6.27 CHF | 6.28 CHF | 37,000 | 37,000 | 16,949 | 16,949 | 106,699 CHF | 107,099 CHF | 99.27% | 99.27% |
19/11/2024 | 0.50% | 6.30 CHF | 6.31 CHF | 37,000 | 37,000 | 16,948 | 16,948 | 106,341 CHF | 106,741 CHF | 99.59% | 99.59% |
18/11/2024 | 0.49% | 6.38 CHF | 6.39 CHF | 36,000 | 36,000 | 16,391 | 16,391 | 104,495 CHF | 104,879 CHF | 99.84% | 99.84% |
15/11/2024 | 0.50% | 6.32 CHF | 6.33 CHF | 37,000 | 37,000 | 16,908 | 16,908 | 105,665 CHF | 106,064 CHF | 99.60% | 99.60% |
14/11/2024 | 0.50% | 6.27 CHF | 6.28 CHF | 37,000 | 37,000 | 16,998 | 16,998 | 106,563 CHF | 106,962 CHF | 98.28% | 98.28% |
13/11/2024 | 0.50% | 6.29 CHF | 6.30 CHF | 37,000 | 37,000 | 16,945 | 16,945 | 105,475 CHF | 105,875 CHF | 99.99% | 99.99% |
12/11/2024 | 0.50% | 6.25 CHF | 6.26 CHF | 37,000 | 37,000 | 16,961 | 16,961 | 105,755 CHF | 106,155 CHF | 99.74% | 99.74% |
11/11/2024 | 0.51% | 6.23 CHF | 6.24 CHF | 37,000 | 37,000 | 16,931 | 16,931 | 104,659 CHF | 105,059 CHF | 99.38% | 99.38% |
08/11/2024 | 0.48% | 6.03 CHF | 6.04 CHF | 38,000 | 38,000 | 17,467 | 17,467 | 105,078 CHF | 105,448 CHF | 99.04% | 99.04% |
07/11/2024 | 0.47% | 5.95 CHF | 5.96 CHF | 39,000 | 39,000 | 17,324 | 17,324 | 104,372 CHF | 104,742 CHF | 99.45% | 99.45% |