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% | 6.25 CHF | 6.26 CHF | 66,000 | 66,000 | 29,543 | 29,543 | 187,135 CHF | 187,673 CHF | 99.33% | 99.33% |
19/11/2024 | 0.37% | 6.35 CHF | 6.36 CHF | 66,000 | 66,000 | 29,715 | 29,715 | 188,404 CHF | 188,944 CHF | 100.00% | 100.00% |
18/11/2024 | 0.36% | 6.39 CHF | 6.40 CHF | 65,000 | 65,000 | 29,369 | 29,369 | 187,600 CHF | 188,136 CHF | 99.77% | 99.77% |
15/11/2024 | 0.37% | 6.41 CHF | 6.42 CHF | 65,000 | 65,000 | 29,383 | 29,383 | 187,947 CHF | 188,482 CHF | 100.00% | 100.00% |
14/11/2024 | 0.36% | 6.40 CHF | 6.41 CHF | 65,000 | 65,000 | 29,435 | 29,435 | 189,018 CHF | 189,554 CHF | 98.61% | 98.61% |
13/11/2024 | 0.36% | 6.38 CHF | 6.39 CHF | 65,000 | 65,000 | 28,988 | 28,988 | 187,212 CHF | 187,735 CHF | 98.92% | 98.92% |
12/11/2024 | 0.36% | 6.53 CHF | 6.54 CHF | 64,000 | 64,000 | 29,030 | 29,030 | 189,077 CHF | 189,604 CHF | 99.90% | 99.90% |
11/11/2024 | 0.36% | 6.55 CHF | 6.56 CHF | 64,000 | 64,000 | 29,146 | 29,146 | 189,425 CHF | 189,958 CHF | 99.90% | 99.90% |
08/11/2024 | 0.37% | 6.40 CHF | 6.41 CHF | 65,000 | 65,000 | 29,926 | 29,926 | 188,892 CHF | 189,434 CHF | 99.05% | 99.05% |
07/11/2024 | 0.37% | 6.25 CHF | 6.26 CHF | 67,000 | 67,000 | 29,957 | 29,957 | 188,927 CHF | 189,471 CHF | 100.00% | 100.00% |