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 | 0.33% | 6.06 CHF | 6.08 CHF | 60,400 | 60,400 | 60,400 | 60,400 | 370,790 CHF | 371,998 CHF | 99.75% | 99.75% |
19/11/2024 | 0.33% | 6.06 CHF | 6.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 361,530 CHF | 362,730 CHF | 100.00% | 100.00% |
18/11/2024 | 0.33% | 6.13 CHF | 6.15 CHF | 61,300 | 61,300 | 61,300 | 61,300 | 370,249 CHF | 371,475 CHF | 99.58% | 99.58% |
15/11/2024 | 0.33% | 5.99 CHF | 6.01 CHF | 61,000 | 61,000 | 61,000 | 61,000 | 368,604 CHF | 369,824 CHF | 94.99% | 94.99% |
14/11/2024 | 0.33% | 6.06 CHF | 6.08 CHF | 62,500 | 62,500 | 62,500 | 62,500 | 375,627 CHF | 376,877 CHF | 100.00% | 100.00% |
13/11/2024 | 0.34% | 5.86 CHF | 5.88 CHF | 62,600 | 62,600 | 62,600 | 62,600 | 366,873 CHF | 368,125 CHF | 99.79% | 99.79% |
12/11/2024 | 0.33% | 5.85 CHF | 5.87 CHF | 59,500 | 59,500 | 59,500 | 59,500 | 356,182 CHF | 357,372 CHF | 100.00% | 100.00% |
11/11/2024 | 0.32% | 6.29 CHF | 6.31 CHF | 60,900 | 60,900 | 60,900 | 60,900 | 385,493 CHF | 386,711 CHF | 99.79% | 99.79% |
08/11/2024 | 0.32% | 6.06 CHF | 6.08 CHF | 58,800 | 58,800 | 58,800 | 58,800 | 361,883 CHF | 363,059 CHF | 100.00% | 100.00% |
07/11/2024 | 0.31% | 6.46 CHF | 6.48 CHF | 58,400 | 58,400 | 58,400 | 58,400 | 378,899 CHF | 380,067 CHF | 99.68% | 99.68% |