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 | 0.32% | 6.29 CHF | 6.31 CHF | 43,100 | 43,100 | 42,439 | 42,439 | 268,646 CHF | 269,495 CHF | 100.00% | 100.00% |
19/11/2024 | 0.31% | 6.58 CHF | 6.60 CHF | 42,000 | 42,000 | 43,627 | 43,627 | 284,227 CHF | 285,100 CHF | 100.00% | 100.00% |
18/11/2024 | 0.32% | 6.32 CHF | 6.34 CHF | 44,700 | 44,700 | 44,580 | 44,580 | 277,949 CHF | 278,841 CHF | 100.00% | 100.00% |
15/11/2024 | 0.32% | 6.17 CHF | 6.19 CHF | 44,600 | 44,600 | 44,906 | 44,906 | 276,815 CHF | 277,713 CHF | 98.67% | 98.67% |
14/11/2024 | 0.33% | 6.21 CHF | 6.23 CHF | 45,100 | 45,100 | 42,618 | 42,618 | 260,313 CHF | 261,165 CHF | 99.91% | 99.91% |
13/11/2024 | 0.30% | 6.50 CHF | 6.52 CHF | 41,000 | 41,000 | 40,700 | 40,700 | 267,922 CHF | 268,736 CHF | 100.00% | 100.00% |
12/11/2024 | 0.30% | 6.66 CHF | 6.68 CHF | 40,500 | 40,500 | 40,079 | 40,079 | 267,536 CHF | 268,338 CHF | 100.00% | 100.00% |
11/11/2024 | 0.29% | 6.81 CHF | 6.83 CHF | 39,800 | 39,800 | 37,395 | 37,395 | 256,660 CHF | 257,408 CHF | 100.00% | 100.00% |
08/11/2024 | 0.27% | 7.34 CHF | 7.36 CHF | 35,800 | 35,800 | 36,583 | 36,583 | 274,695 CHF | 275,426 CHF | 100.00% | 100.00% |
07/11/2024 | 0.27% | 7.51 CHF | 7.53 CHF | 37,100 | 37,100 | 37,523 | 37,523 | 273,616 CHF | 274,367 CHF | 100.00% | 100.00% |