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 | 0.17% | 6.02 CHF | 6.03 CHF | 29,000 | 29,000 | 28,728 | 28,728 | 173,964 CHF | 174,252 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 29,000 | 29,000 | 28,725 | 28,725 | 172,145 CHF | 172,432 CHF | 98.93% | 98.93% |
18/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 172,715 CHF | 173,012 CHF | 100.00% | 100.00% |
15/11/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 30,000 | 30,000 | 30,032 | 30,032 | 168,093 CHF | 168,393 CHF | 72.20% | 72.20% |
14/11/2024 | 0.19% | 5.56 CHF | 5.57 CHF | 30,000 | 30,000 | 30,478 | 30,478 | 165,635 CHF | 165,940 CHF | 100.00% | 100.00% |
13/11/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 30,000 | 30,000 | 30,503 | 30,503 | 168,439 CHF | 168,745 CHF | 99.33% | 99.33% |
12/11/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 31,000 | 31,000 | 29,862 | 29,862 | 166,588 CHF | 166,887 CHF | 100.00% | 100.00% |
11/11/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 171,408 CHF | 171,706 CHF | 100.00% | 100.00% |
08/11/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 163,138 CHF | 163,446 CHF | 100.00% | 100.00% |
07/11/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 31,000 | 31,000 | 30,710 | 30,710 | 166,669 CHF | 166,976 CHF | 100.00% | 100.00% |