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% | 6.00 CHF | 6.01 CHF | 25,600 | 25,600 | 25,545 | 25,545 | 157,982 CHF | 158,238 CHF | 99.33% | 99.33% |
19/11/2024 | 0.18% | 5.88 CHF | 5.89 CHF | 24,800 | 24,800 | 24,607 | 24,607 | 143,790 CHF | 144,043 CHF | 99.09% | 99.09% |
18/11/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 24,700 | 24,700 | 24,598 | 24,598 | 156,294 CHF | 156,540 CHF | 99.88% | 99.88% |
15/11/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 25,400 | 25,400 | 25,295 | 25,295 | 157,334 CHF | 157,587 CHF | 99.90% | 99.90% |
14/11/2024 | 0.17% | 6.12 CHF | 6.13 CHF | 27,000 | 27,000 | 27,232 | 27,232 | 161,533 CHF | 161,805 CHF | 98.56% | 98.56% |
13/11/2024 | 0.17% | 5.43 CHF | 5.44 CHF | 26,400 | 26,400 | 26,231 | 26,231 | 151,735 CHF | 151,997 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 5.83 CHF | 5.84 CHF | 24,800 | 24,800 | 24,172 | 24,172 | 149,314 CHF | 149,555 CHF | 99.88% | 99.88% |
11/11/2024 | 0.16% | 6.47 CHF | 6.48 CHF | 26,900 | 26,900 | 26,869 | 26,869 | 165,156 CHF | 165,425 CHF | 99.90% | 99.90% |
08/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 25,100 | 25,100 | 24,921 | 24,921 | 142,388 CHF | 142,637 CHF | 98.51% | 98.51% |
07/11/2024 | 0.30% | 6.43 CHF | 6.45 CHF | 23,700 | 23,700 | 23,118 | 23,118 | 153,803 CHF | 154,266 CHF | 100.00% | 100.00% |