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% | 6.01 CHF | 6.02 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 436,323 CHF | 437,041 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 74,000 | 74,000 | 73,696 | 73,696 | 433,560 CHF | 434,297 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 434,259 CHF | 434,996 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 74,000 | 74,000 | 73,654 | 73,654 | 435,316 CHF | 436,053 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 432,573 CHF | 433,296 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 434,829 CHF | 435,564 CHF | 100.00% | 100.00% |
12/11/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 72,000 | 72,000 | 71,704 | 71,704 | 434,713 CHF | 435,430 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 440,442 CHF | 441,159 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 436,994 CHF | 437,711 CHF | 99.18% | 99.18% |
07/11/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 72,000 | 72,000 | 72,441 | 72,441 | 432,866 CHF | 433,590 CHF | 100.00% | 100.00% |