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 | 0.35% | 5.69 CHF | 5.71 CHF | 33,600 | 33,600 | 33,526 | 33,526 | 193,497 CHF | 194,168 CHF | 100.00% | 100.00% |
19/11/2024 | 0.34% | 5.73 CHF | 5.75 CHF | 31,600 | 31,600 | 31,536 | 31,536 | 183,274 CHF | 183,905 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 6.33 CHF | 6.35 CHF | 31,700 | 31,700 | 31,700 | 31,700 | 199,330 CHF | 199,964 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 6.10 CHF | 6.12 CHF | 30,500 | 30,500 | 30,218 | 30,218 | 189,498 CHF | 190,103 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 6.50 CHF | 6.52 CHF | 31,100 | 31,100 | 31,307 | 31,307 | 199,265 CHF | 199,891 CHF | 100.00% | 100.00% |
13/11/2024 | 0.33% | 6.12 CHF | 6.14 CHF | 31,400 | 31,400 | 31,214 | 31,214 | 191,765 CHF | 192,389 CHF | 100.00% | 100.00% |
12/11/2024 | 0.32% | 6.19 CHF | 6.21 CHF | 29,800 | 29,800 | 29,800 | 29,800 | 187,560 CHF | 188,156 CHF | 99.86% | 99.86% |
11/11/2024 | 0.30% | 6.60 CHF | 6.62 CHF | 29,500 | 29,500 | 29,285 | 29,285 | 196,437 CHF | 197,022 CHF | 99.66% | 99.66% |
08/11/2024 | 0.30% | 6.61 CHF | 6.63 CHF | 29,000 | 29,000 | 28,907 | 28,907 | 193,019 CHF | 193,597 CHF | 98.70% | 98.70% |
07/11/2024 | 0.29% | 6.79 CHF | 6.81 CHF | 28,800 | 28,800 | 28,800 | 28,800 | 198,148 CHF | 198,724 CHF | 100.00% | 100.00% |