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 | 0.17% | 5.92 CHF | 5.93 CHF | 100,000 | 100,000 | 43,892 | 43,892 | 260,673 CHF | 261,113 CHF | 99.84% | 99.84% |
19/11/2024 | 0.18% | 5.84 CHF | 5.85 CHF | 100,000 | 100,000 | 45,725 | 45,725 | 264,686 CHF | 265,144 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 100,000 | 100,000 | 44,019 | 44,019 | 257,171 CHF | 257,612 CHF | 99.53% | 99.53% |
15/11/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 100,000 | 100,000 | 44,380 | 44,380 | 271,411 CHF | 271,857 CHF | 99.66% | 99.66% |
14/11/2024 | 0.27% | 6.30 CHF | 6.33 CHF | 48,500 | 48,500 | 31,250 | 31,250 | 196,959 CHF | 197,531 CHF | 98.87% | 98.87% |
13/11/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 98,000 | 98,000 | 43,767 | 43,767 | 276,026 CHF | 276,465 CHF | 99.71% | 99.71% |
12/11/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 97,000 | 97,000 | 43,520 | 43,520 | 277,461 CHF | 277,896 CHF | 97.61% | 97.61% |
11/11/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 98,000 | 98,000 | 44,059 | 44,059 | 279,407 CHF | 279,848 CHF | 99.34% | 99.34% |
08/11/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 98,000 | 98,000 | 43,871 | 43,871 | 279,734 CHF | 280,175 CHF | 99.20% | 99.20% |
07/11/2024 | 0.17% | 6.38 CHF | 6.39 CHF | 97,000 | 97,000 | 44,182 | 44,182 | 274,143 CHF | 274,586 CHF | 99.74% | 99.74% |