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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.50% | 6.25 CHF | 6.26 CHF | 36,000 | 36,000 | 16,179 | 16,179 | 100,957 CHF | 101,332 CHF | 99.83% | 99.83% |
22/11/2024 | 0.51% | 6.23 CHF | 6.24 CHF | 36,000 | 36,000 | 16,679 | 16,679 | 102,422 CHF | 102,816 CHF | 99.38% | 99.38% |
20/11/2024 | 0.51% | 6.02 CHF | 6.03 CHF | 37,000 | 37,000 | 16,947 | 16,947 | 102,461 CHF | 102,860 CHF | 99.27% | 99.27% |
19/11/2024 | 0.52% | 6.04 CHF | 6.05 CHF | 37,000 | 37,000 | 16,924 | 16,924 | 101,953 CHF | 102,352 CHF | 99.92% | 99.92% |
18/11/2024 | 0.51% | 6.12 CHF | 6.13 CHF | 36,000 | 36,000 | 16,391 | 16,391 | 100,369 CHF | 100,752 CHF | 99.84% | 99.84% |
15/11/2024 | 0.52% | 6.06 CHF | 6.07 CHF | 37,000 | 37,000 | 16,907 | 16,907 | 101,407 CHF | 101,807 CHF | 99.60% | 99.60% |
14/11/2024 | 0.52% | 6.02 CHF | 6.03 CHF | 37,000 | 37,000 | 16,999 | 16,999 | 102,276 CHF | 102,675 CHF | 98.26% | 98.26% |
13/11/2024 | 0.52% | 6.04 CHF | 6.05 CHF | 37,000 | 37,000 | 16,979 | 16,979 | 101,463 CHF | 101,863 CHF | 99.48% | 99.48% |
12/11/2024 | 0.52% | 6.00 CHF | 6.01 CHF | 37,000 | 37,000 | 16,961 | 16,961 | 101,504 CHF | 101,904 CHF | 99.74% | 99.74% |
11/11/2024 | 0.53% | 5.98 CHF | 5.99 CHF | 37,000 | 37,000 | 16,932 | 16,932 | 100,432 CHF | 100,832 CHF | 99.38% | 99.38% |