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 | 0.28% | 5.93 CHF | 5.94 CHF | 41,000 | 41,000 | 22,316 | 22,316 | 138,776 CHF | 139,134 CHF | 99.77% | 99.77% |
19/11/2024 | 0.31% | 6.16 CHF | 6.17 CHF | 42,900 | 42,900 | 23,706 | 23,706 | 140,606 CHF | 140,987 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 5.92 CHF | 5.93 CHF | 45,000 | 45,000 | 24,923 | 24,923 | 144,206 CHF | 144,607 CHF | 99.90% | 99.90% |
15/11/2024 | 0.30% | 5.55 CHF | 5.56 CHF | 42,900 | 42,900 | 23,303 | 23,303 | 137,771 CHF | 138,145 CHF | 99.40% | 99.40% |
14/11/2024 | 0.36% | 6.15 CHF | 6.16 CHF | 40,000 | 40,000 | 20,862 | 20,862 | 135,559 CHF | 135,981 CHF | 99.66% | 99.66% |
13/11/2024 | 0.34% | 6.65 CHF | 6.66 CHF | 37,500 | 37,500 | 20,367 | 20,367 | 138,868 CHF | 139,272 CHF | 100.00% | 100.00% |
12/11/2024 | 0.35% | 6.73 CHF | 6.74 CHF | 38,300 | 38,300 | 20,852 | 20,852 | 141,155 CHF | 141,570 CHF | 99.90% | 99.90% |
11/11/2024 | 0.36% | 6.70 CHF | 6.71 CHF | 39,600 | 39,600 | 21,765 | 21,765 | 143,701 CHF | 144,134 CHF | 99.90% | 99.90% |
08/11/2024 | 0.35% | 6.51 CHF | 6.52 CHF | 38,000 | 38,000 | 20,928 | 20,928 | 139,131 CHF | 139,545 CHF | 99.08% | 99.08% |
07/11/2024 | 0.28% | 6.58 CHF | 6.59 CHF | 40,400 | 40,400 | 22,595 | 22,595 | 145,610 CHF | 145,973 CHF | 99.69% | 99.69% |