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% | 6.52 CHF | 6.54 CHF | 41,000 | 41,000 | 40,993 | 40,993 | 271,128 CHF | 271,948 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 6.54 CHF | 6.56 CHF | 41,000 | 41,000 | 41,007 | 41,007 | 268,444 CHF | 269,264 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 6.77 CHF | 6.79 CHF | 40,000 | 40,000 | 40,480 | 40,480 | 271,923 CHF | 272,732 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 6.69 CHF | 6.71 CHF | 41,000 | 41,000 | 40,174 | 40,174 | 271,887 CHF | 272,691 CHF | 100.00% | 100.00% |
14/11/2024 | 0.30% | 6.76 CHF | 6.78 CHF | 40,000 | 40,000 | 40,838 | 40,838 | 270,503 CHF | 271,320 CHF | 100.00% | 100.00% |
13/11/2024 | 0.31% | 6.46 CHF | 6.48 CHF | 41,000 | 41,000 | 41,754 | 41,754 | 267,328 CHF | 268,163 CHF | 100.00% | 100.00% |
12/11/2024 | 0.31% | 6.27 CHF | 6.29 CHF | 42,000 | 42,000 | 41,164 | 41,164 | 266,402 CHF | 267,225 CHF | 99.87% | 99.87% |
11/11/2024 | 0.29% | 6.76 CHF | 6.78 CHF | 40,000 | 40,000 | 40,034 | 40,034 | 271,723 CHF | 272,523 CHF | 99.70% | 99.70% |
08/11/2024 | 0.31% | 6.68 CHF | 6.70 CHF | 41,000 | 41,000 | 39,121 | 39,121 | 267,548 CHF | 268,351 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 7.49 CHF | 7.51 CHF | 39,000 | 39,000 | 39,134 | 39,134 | 293,077 CHF | 293,859 CHF | 100.00% | 100.00% |