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 | 0.47% | 6.61 CHF | 6.62 CHF | 29,000 | 29,000 | 13,425 | 13,425 | 88,499 CHF | 88,818 CHF | 99.44% | 99.44% |
19/11/2024 | 0.47% | 6.58 CHF | 6.59 CHF | 29,000 | 29,000 | 13,414 | 13,414 | 88,163 CHF | 88,481 CHF | 98.09% | 98.09% |
18/11/2024 | 0.46% | 6.72 CHF | 6.73 CHF | 29,000 | 29,000 | 13,412 | 13,412 | 90,671 CHF | 90,989 CHF | 99.68% | 99.68% |
15/11/2024 | 0.47% | 6.79 CHF | 6.80 CHF | 29,000 | 29,000 | 13,439 | 13,439 | 90,111 CHF | 90,430 CHF | 99.33% | 99.33% |
14/11/2024 | 0.45% | 6.84 CHF | 6.85 CHF | 29,000 | 29,000 | 13,023 | 13,023 | 89,621 CHF | 89,923 CHF | 97.65% | 97.65% |
13/11/2024 | 0.46% | 6.93 CHF | 6.94 CHF | 28,000 | 28,000 | 13,282 | 13,282 | 90,598 CHF | 90,915 CHF | 99.59% | 99.59% |
12/11/2024 | 0.45% | 6.79 CHF | 6.80 CHF | 29,000 | 29,000 | 13,154 | 13,154 | 90,417 CHF | 90,724 CHF | 99.45% | 99.45% |
11/11/2024 | 0.46% | 6.89 CHF | 6.90 CHF | 29,000 | 29,000 | 13,151 | 13,151 | 90,255 CHF | 90,568 CHF | 99.22% | 99.22% |
08/11/2024 | 0.48% | 6.73 CHF | 6.74 CHF | 29,000 | 29,000 | 13,514 | 13,514 | 88,797 CHF | 89,116 CHF | 98.12% | 98.12% |
07/11/2024 | 0.46% | 6.57 CHF | 6.58 CHF | 30,000 | 30,000 | 13,460 | 13,460 | 90,262 CHF | 90,581 CHF | 99.66% | 99.66% |