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 | 0.54% | 5.83 CHF | 5.84 CHF | 29,000 | 29,000 | 13,414 | 13,414 | 77,949 CHF | 78,268 CHF | 99.33% | 99.33% |
19/11/2024 | 0.54% | 5.80 CHF | 5.81 CHF | 29,000 | 29,000 | 13,398 | 13,398 | 77,612 CHF | 77,929 CHF | 99.92% | 99.92% |
18/11/2024 | 0.52% | 5.94 CHF | 5.95 CHF | 29,000 | 29,000 | 13,403 | 13,403 | 80,130 CHF | 80,449 CHF | 99.80% | 99.80% |
15/11/2024 | 0.53% | 6.01 CHF | 6.02 CHF | 29,000 | 29,000 | 13,406 | 13,406 | 79,385 CHF | 79,704 CHF | 99.72% | 99.72% |
14/11/2024 | 0.51% | 6.06 CHF | 6.07 CHF | 29,000 | 29,000 | 12,960 | 12,960 | 79,026 CHF | 79,327 CHF | 98.39% | 98.39% |
13/11/2024 | 0.52% | 6.15 CHF | 6.16 CHF | 28,000 | 28,000 | 13,339 | 13,339 | 80,584 CHF | 80,902 CHF | 100.00% | 100.00% |
12/11/2024 | 0.51% | 6.01 CHF | 6.02 CHF | 29,000 | 29,000 | 13,136 | 13,136 | 80,083 CHF | 80,390 CHF | 99.89% | 99.89% |
11/11/2024 | 0.52% | 6.11 CHF | 6.12 CHF | 29,000 | 29,000 | 13,145 | 13,145 | 80,021 CHF | 80,334 CHF | 99.90% | 99.90% |
08/11/2024 | 0.54% | 5.96 CHF | 5.97 CHF | 29,000 | 29,000 | 13,577 | 13,577 | 78,772 CHF | 79,091 CHF | 98.52% | 98.52% |
07/11/2024 | 0.52% | 5.80 CHF | 5.81 CHF | 30,000 | 30,000 | 13,456 | 13,456 | 79,873 CHF | 80,192 CHF | 100.00% | 100.00% |