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 | 0.16% | 6.26 CHF | 6.27 CHF | 39,500 | 39,500 | 38,856 | 38,856 | 245,592 CHF | 245,981 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 39,500 | 39,500 | 39,171 | 39,171 | 245,909 CHF | 246,301 CHF | 98.92% | 98.92% |
18/11/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 39,500 | 39,500 | 39,204 | 39,204 | 245,671 CHF | 246,064 CHF | 100.00% | 100.00% |
15/11/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 39,500 | 39,500 | 39,905 | 39,905 | 248,222 CHF | 248,621 CHF | 72.11% | 72.11% |
14/11/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 40,000 | 40,000 | 40,090 | 40,090 | 245,642 CHF | 246,044 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 41,000 | 41,000 | 40,730 | 40,730 | 246,008 CHF | 246,415 CHF | 99.57% | 99.57% |
12/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 41,500 | 41,500 | 40,766 | 40,766 | 245,980 CHF | 246,388 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 40,500 | 40,500 | 40,121 | 40,121 | 246,097 CHF | 246,499 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 41,500 | 41,500 | 41,002 | 41,002 | 246,638 CHF | 247,049 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 40,500 | 40,500 | 40,072 | 40,072 | 245,917 CHF | 246,318 CHF | 100.00% | 100.00% |