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% | 6.49 CHF | 6.51 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 361,393 CHF | 362,496 CHF | 100.00% | 100.00% |
19/11/2024 | 0.32% | 6.31 CHF | 6.33 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 357,563 CHF | 358,702 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 6.35 CHF | 6.37 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 359,062 CHF | 360,199 CHF | 100.00% | 100.00% |
15/11/2024 | 0.31% | 6.33 CHF | 6.35 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 357,617 CHF | 358,740 CHF | 100.00% | 100.00% |
14/11/2024 | 0.31% | 6.41 CHF | 6.43 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 359,972 CHF | 361,092 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 6.47 CHF | 6.49 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 361,423 CHF | 362,536 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 6.48 CHF | 6.50 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 364,068 CHF | 365,170 CHF | 99.85% | 99.85% |
11/11/2024 | 0.30% | 6.72 CHF | 6.74 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 363,352 CHF | 364,432 CHF | 99.64% | 99.64% |
08/11/2024 | 0.30% | 6.60 CHF | 6.62 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 361,390 CHF | 362,490 CHF | 98.68% | 98.68% |
07/11/2024 | 0.30% | 6.59 CHF | 6.61 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 363,015 CHF | 364,116 CHF | 100.00% | 100.00% |