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% | 6.38 CHF | 6.40 CHF | 59,800 | 59,800 | 26,519 | 26,519 | 175,010 CHF | 175,489 CHF | 99.90% | 99.90% |
19/11/2024 | 0.28% | 6.65 CHF | 6.66 CHF | 62,300 | 62,300 | 27,979 | 27,979 | 179,633 CHF | 180,056 CHF | 100.00% | 100.00% |
18/11/2024 | 0.27% | 6.70 CHF | 6.71 CHF | 60,700 | 60,700 | 27,050 | 27,050 | 182,828 CHF | 183,237 CHF | 99.90% | 99.90% |
15/11/2024 | 0.27% | 6.86 CHF | 6.88 CHF | 52,700 | 52,700 | 22,742 | 22,742 | 168,089 CHF | 168,547 CHF | 99.69% | 99.69% |
14/11/2024 | 0.24% | 8.08 CHF | 8.10 CHF | 48,900 | 48,900 | 21,254 | 21,254 | 177,773 CHF | 178,199 CHF | 100.00% | 100.00% |
13/11/2024 | 0.27% | 8.08 CHF | 8.10 CHF | 52,400 | 52,400 | 23,601 | 23,601 | 182,808 CHF | 183,281 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.22 CHF | 7.24 CHF | 55,300 | 55,300 | 24,704 | 24,704 | 180,522 CHF | 181,017 CHF | 100.00% | 100.00% |
11/11/2024 | 0.27% | 7.30 CHF | 7.32 CHF | 54,100 | 54,100 | 24,035 | 24,035 | 179,698 CHF | 180,179 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 7.54 CHF | 7.56 CHF | 52,700 | 52,700 | 23,538 | 23,538 | 178,393 CHF | 178,865 CHF | 100.00% | 100.00% |
07/11/2024 | 0.28% | 7.79 CHF | 7.81 CHF | 54,900 | 54,900 | 24,510 | 24,510 | 184,225 CHF | 184,717 CHF | 99.33% | 99.33% |