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% | 6.23 CHF | 6.24 CHF | 29,000 | 29,000 | 28,728 | 28,728 | 180,148 CHF | 180,435 CHF | 100.00% | 100.00% |
19/11/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 29,000 | 29,000 | 28,725 | 28,725 | 178,318 CHF | 178,606 CHF | 98.92% | 98.92% |
18/11/2024 | 0.17% | 6.12 CHF | 6.13 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 179,189 CHF | 179,486 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 30,000 | 30,000 | 30,039 | 30,039 | 174,683 CHF | 174,984 CHF | 72.18% | 72.18% |
14/11/2024 | 0.18% | 5.78 CHF | 5.79 CHF | 30,000 | 30,000 | 30,483 | 30,483 | 172,213 CHF | 172,518 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 30,000 | 30,000 | 30,479 | 30,479 | 174,901 CHF | 175,206 CHF | 99.35% | 99.35% |
12/11/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 31,000 | 31,000 | 29,863 | 29,863 | 173,015 CHF | 173,314 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 177,793 CHF | 178,090 CHF | 100.00% | 100.00% |
08/11/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 169,756 CHF | 170,063 CHF | 100.00% | 100.00% |
07/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 31,000 | 31,000 | 30,709 | 30,709 | 173,274 CHF | 173,581 CHF | 100.00% | 100.00% |