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 | 0.29% | 6.76 CHF | 6.78 CHF | 49,700 | 49,700 | 49,099 | 49,099 | 333,589 CHF | 334,571 CHF | 100.00% | 100.00% |
19/11/2024 | 0.29% | 7.00 CHF | 7.02 CHF | 48,700 | 48,700 | 50,267 | 50,267 | 349,445 CHF | 350,450 CHF | 100.00% | 100.00% |
18/11/2024 | 0.30% | 6.78 CHF | 6.80 CHF | 51,300 | 51,300 | 51,180 | 51,180 | 343,395 CHF | 344,419 CHF | 100.00% | 100.00% |
15/11/2024 | 0.30% | 6.65 CHF | 6.67 CHF | 51,200 | 51,200 | 51,506 | 51,506 | 342,463 CHF | 343,494 CHF | 98.67% | 98.67% |
14/11/2024 | 0.30% | 6.69 CHF | 6.71 CHF | 51,700 | 51,700 | 49,400 | 49,400 | 326,070 CHF | 327,058 CHF | 99.91% | 99.91% |
13/11/2024 | 0.29% | 6.93 CHF | 6.95 CHF | 47,900 | 47,900 | 47,540 | 47,540 | 332,943 CHF | 333,894 CHF | 100.00% | 100.00% |
12/11/2024 | 0.28% | 7.07 CHF | 7.09 CHF | 47,300 | 47,300 | 46,939 | 46,939 | 332,439 CHF | 333,378 CHF | 100.00% | 100.00% |
11/11/2024 | 0.28% | 7.19 CHF | 7.21 CHF | 46,700 | 46,700 | 44,355 | 44,355 | 321,166 CHF | 322,053 CHF | 100.00% | 100.00% |
08/11/2024 | 0.26% | 7.64 CHF | 7.66 CHF | 42,900 | 42,900 | 43,683 | 43,683 | 339,613 CHF | 340,487 CHF | 100.00% | 100.00% |
07/11/2024 | 0.26% | 7.78 CHF | 7.80 CHF | 44,200 | 44,200 | 44,563 | 44,563 | 338,416 CHF | 339,308 CHF | 100.00% | 100.00% |