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 | 0.14% | 6.91 CHF | 6.92 CHF | 36,000 | 36,000 | 35,289 | 35,289 | 245,896 CHF | 246,250 CHF | 100.00% | 100.00% |
19/11/2024 | 0.15% | 6.90 CHF | 6.91 CHF | 36,000 | 36,000 | 35,589 | 35,589 | 246,482 CHF | 246,838 CHF | 98.87% | 98.87% |
18/11/2024 | 0.15% | 6.95 CHF | 6.96 CHF | 36,000 | 36,000 | 35,643 | 35,643 | 246,453 CHF | 246,810 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.90 CHF | 6.91 CHF | 36,000 | 36,000 | 36,332 | 36,332 | 249,456 CHF | 249,819 CHF | 72.10% | 72.10% |
14/11/2024 | 0.15% | 6.84 CHF | 6.85 CHF | 36,500 | 36,500 | 36,431 | 36,431 | 246,741 CHF | 247,105 CHF | 100.00% | 100.00% |
13/11/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 37,000 | 37,000 | 36,808 | 36,808 | 246,159 CHF | 246,527 CHF | 99.57% | 99.57% |
12/11/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 37,500 | 37,500 | 36,849 | 36,849 | 246,147 CHF | 246,516 CHF | 100.00% | 100.00% |
11/11/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 36,500 | 36,500 | 36,281 | 36,281 | 245,990 CHF | 246,353 CHF | 100.00% | 100.00% |
08/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 37,500 | 37,500 | 37,062 | 37,062 | 246,903 CHF | 247,274 CHF | 100.00% | 100.00% |
07/11/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 37,000 | 37,000 | 36,328 | 36,328 | 246,419 CHF | 246,783 CHF | 100.00% | 100.00% |