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 | 0.45% | 6.76 CHF | 6.79 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 179,805 CHF | 180,615 CHF | 100.00% | 100.00% |
19/11/2024 | 0.44% | 6.71 CHF | 6.74 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 182,643 CHF | 183,453 CHF | 100.00% | 100.00% |
18/11/2024 | 0.44% | 6.74 CHF | 6.77 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 182,515 CHF | 183,325 CHF | 100.00% | 100.00% |
15/11/2024 | 0.45% | 6.73 CHF | 6.76 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 179,681 CHF | 180,491 CHF | 100.00% | 100.00% |
14/11/2024 | 0.45% | 6.48 CHF | 6.51 CHF | 27,000 | 27,000 | 26,988 | 26,988 | 178,260 CHF | 179,070 CHF | 100.00% | 100.00% |
13/11/2024 | 0.44% | 6.80 CHF | 6.83 CHF | 27,000 | 27,000 | 27,105 | 27,105 | 184,835 CHF | 185,648 CHF | 100.00% | 100.00% |
12/11/2024 | 0.45% | 6.74 CHF | 6.77 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 179,556 CHF | 180,366 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 6.41 CHF | 6.44 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 165,610 CHF | 166,390 CHF | 100.00% | 100.00% |
08/11/2024 | 0.46% | 6.51 CHF | 6.54 CHF | 27,000 | 27,000 | 26,363 | 26,363 | 170,122 CHF | 170,913 CHF | 100.00% | 100.00% |
07/11/2024 | 0.48% | 6.28 CHF | 6.31 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 161,376 CHF | 162,156 CHF | 100.00% | 100.00% |