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 | 0.30% | 6.58 CHF | 6.60 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 365,901 CHF | 367,003 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 6.40 CHF | 6.42 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 362,595 CHF | 363,735 CHF | 100.00% | 100.00% |
18/11/2024 | 0.31% | 6.43 CHF | 6.45 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 364,012 CHF | 365,149 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 6.42 CHF | 6.44 CHF | 57,000 | 57,000 | 56,104 | 56,104 | 362,412 CHF | 363,534 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 6.50 CHF | 6.52 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 364,703 CHF | 365,823 CHF | 100.00% | 100.00% |
13/11/2024 | 0.30% | 6.56 CHF | 6.58 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 366,055 CHF | 367,169 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 6.57 CHF | 6.59 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 368,522 CHF | 369,623 CHF | 99.85% | 99.85% |
11/11/2024 | 0.29% | 6.80 CHF | 6.82 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 367,594 CHF | 368,675 CHF | 99.67% | 99.67% |
08/11/2024 | 0.30% | 6.68 CHF | 6.70 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 365,863 CHF | 366,964 CHF | 98.78% | 98.78% |
07/11/2024 | 0.30% | 6.67 CHF | 6.69 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 367,477 CHF | 368,577 CHF | 100.00% | 100.00% |