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 | 0.16% | 6.31 CHF | 6.32 CHF | 12,300 | 12,300 | 12,116 | 12,116 | 77,964 CHF | 78,085 CHF | 99.45% | 99.45% |
19/11/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 12,300 | 12,300 | 12,256 | 12,256 | 76,180 CHF | 76,303 CHF | 100.00% | 100.00% |
18/11/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 12,400 | 12,400 | 12,349 | 12,349 | 77,308 CHF | 77,431 CHF | 99.88% | 99.88% |
15/11/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 12,400 | 12,400 | 12,347 | 12,347 | 77,285 CHF | 77,408 CHF | 100.00% | 100.00% |
14/11/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 12,700 | 12,700 | 12,732 | 12,732 | 77,426 CHF | 77,553 CHF | 98.57% | 98.57% |
13/11/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 12,800 | 12,800 | 12,672 | 12,672 | 76,710 CHF | 76,837 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 12,100 | 12,100 | 11,832 | 11,832 | 74,686 CHF | 74,805 CHF | 99.88% | 99.88% |
11/11/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 12,300 | 12,300 | 12,238 | 12,238 | 81,892 CHF | 82,015 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 12,500 | 12,500 | 12,419 | 12,419 | 77,701 CHF | 77,825 CHF | 99.05% | 99.05% |
07/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 12,300 | 12,300 | 12,343 | 12,343 | 77,379 CHF | 77,502 CHF | 99.67% | 99.67% |