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 | 0.37% | 6.15 CHF | 6.16 CHF | 66,000 | 66,000 | 29,566 | 29,566 | 184,566 CHF | 185,104 CHF | 99.46% | 99.46% |
19/11/2024 | 0.37% | 6.26 CHF | 6.27 CHF | 66,000 | 66,000 | 29,668 | 29,668 | 185,419 CHF | 185,959 CHF | 98.95% | 98.95% |
18/11/2024 | 0.37% | 6.30 CHF | 6.31 CHF | 65,000 | 65,000 | 29,332 | 29,332 | 184,684 CHF | 185,220 CHF | 99.67% | 99.67% |
15/11/2024 | 0.37% | 6.32 CHF | 6.33 CHF | 65,000 | 65,000 | 29,302 | 29,302 | 184,744 CHF | 185,279 CHF | 99.72% | 99.72% |
14/11/2024 | 0.37% | 6.30 CHF | 6.31 CHF | 65,000 | 65,000 | 29,386 | 29,386 | 186,004 CHF | 186,540 CHF | 98.37% | 98.37% |
13/11/2024 | 0.36% | 6.29 CHF | 6.30 CHF | 65,000 | 65,000 | 29,020 | 29,020 | 184,766 CHF | 185,290 CHF | 98.06% | 98.06% |
12/11/2024 | 0.36% | 6.44 CHF | 6.45 CHF | 64,000 | 64,000 | 29,073 | 29,073 | 186,716 CHF | 187,243 CHF | 98.20% | 98.20% |
11/11/2024 | 0.37% | 6.46 CHF | 6.47 CHF | 64,000 | 64,000 | 29,104 | 29,104 | 186,519 CHF | 187,053 CHF | 99.72% | 99.72% |
08/11/2024 | 0.38% | 6.31 CHF | 6.32 CHF | 65,000 | 65,000 | 29,792 | 29,792 | 185,376 CHF | 185,918 CHF | 98.52% | 98.52% |
07/11/2024 | 0.37% | 6.16 CHF | 6.17 CHF | 67,000 | 67,000 | 29,965 | 29,965 | 186,280 CHF | 186,824 CHF | 99.86% | 99.86% |