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 | 0.29% | 6.88 CHF | 6.90 CHF | 57,000 | 57,000 | 56,300 | 56,300 | 390,265 CHF | 391,391 CHF | 99.48% | 99.48% |
19/11/2024 | 0.29% | 6.86 CHF | 6.88 CHF | 57,000 | 57,000 | 56,857 | 56,857 | 391,738 CHF | 392,875 CHF | 100.00% | 100.00% |
18/11/2024 | 0.29% | 6.92 CHF | 6.94 CHF | 57,000 | 57,000 | 56,997 | 56,997 | 391,939 CHF | 393,079 CHF | 99.89% | 99.89% |
15/11/2024 | 0.29% | 6.86 CHF | 6.88 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 389,520 CHF | 390,660 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 6.80 CHF | 6.82 CHF | 57,000 | 57,000 | 57,610 | 57,610 | 388,157 CHF | 389,309 CHF | 98.55% | 98.55% |
13/11/2024 | 0.30% | 6.66 CHF | 6.68 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 385,790 CHF | 386,950 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 6.56 CHF | 6.58 CHF | 59,000 | 59,000 | 58,044 | 58,044 | 385,640 CHF | 386,801 CHF | 99.88% | 99.88% |
11/11/2024 | 0.30% | 6.76 CHF | 6.78 CHF | 57,000 | 57,000 | 57,636 | 57,636 | 388,661 CHF | 389,814 CHF | 100.00% | 100.00% |
08/11/2024 | 0.30% | 6.61 CHF | 6.63 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 384,277 CHF | 385,437 CHF | 98.29% | 98.29% |
07/11/2024 | 0.30% | 6.73 CHF | 6.75 CHF | 58,000 | 58,000 | 57,549 | 57,549 | 388,288 CHF | 389,439 CHF | 100.00% | 100.00% |