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 | 0.46% | 6.84 CHF | 6.85 CHF | 29,000 | 29,000 | 13,431 | 13,431 | 91,615 CHF | 91,934 CHF | 99.44% | 99.44% |
19/11/2024 | 0.46% | 6.81 CHF | 6.82 CHF | 29,000 | 29,000 | 13,412 | 13,412 | 91,219 CHF | 91,537 CHF | 98.20% | 98.20% |
18/11/2024 | 0.44% | 6.95 CHF | 6.96 CHF | 29,000 | 29,000 | 13,412 | 13,412 | 93,749 CHF | 94,067 CHF | 99.68% | 99.68% |
15/11/2024 | 0.45% | 7.02 CHF | 7.03 CHF | 29,000 | 29,000 | 13,439 | 13,439 | 93,201 CHF | 93,520 CHF | 99.33% | 99.33% |
14/11/2024 | 0.44% | 7.07 CHF | 7.08 CHF | 29,000 | 29,000 | 13,024 | 13,024 | 92,619 CHF | 92,921 CHF | 97.61% | 97.61% |
13/11/2024 | 0.45% | 7.16 CHF | 7.17 CHF | 28,000 | 28,000 | 13,285 | 13,285 | 93,648 CHF | 93,966 CHF | 99.33% | 99.33% |
12/11/2024 | 0.43% | 7.02 CHF | 7.03 CHF | 29,000 | 29,000 | 13,161 | 13,161 | 93,461 CHF | 93,768 CHF | 99.50% | 99.50% |
11/11/2024 | 0.45% | 7.12 CHF | 7.13 CHF | 29,000 | 29,000 | 13,151 | 13,151 | 93,253 CHF | 93,566 CHF | 99.22% | 99.22% |
08/11/2024 | 0.46% | 6.95 CHF | 6.96 CHF | 29,000 | 29,000 | 13,532 | 13,532 | 91,963 CHF | 92,283 CHF | 97.97% | 97.97% |
07/11/2024 | 0.45% | 6.80 CHF | 6.81 CHF | 30,000 | 30,000 | 13,456 | 13,456 | 93,272 CHF | 93,591 CHF | 100.00% | 100.00% |