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 | 0.27% | 6.55 CHF | 6.56 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 134,647 CHF | 134,946 CHF | 99.75% | 99.75% |
19/11/2024 | 0.29% | 6.49 CHF | 6.50 CHF | 52,000 | 52,000 | 20,965 | 20,965 | 132,768 CHF | 133,074 CHF | 99.97% | 99.97% |
18/11/2024 | 0.29% | 6.36 CHF | 6.37 CHF | 52,000 | 52,000 | 20,467 | 20,467 | 127,357 CHF | 127,652 CHF | 99.89% | 99.89% |
15/11/2024 | 0.27% | 6.34 CHF | 6.35 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 131,927 CHF | 132,216 CHF | 98.81% | 98.81% |
14/11/2024 | 0.26% | 7.01 CHF | 7.02 CHF | 49,000 | 49,000 | 19,454 | 19,454 | 136,562 CHF | 136,844 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 6.90 CHF | 6.91 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 138,341 CHF | 138,624 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 7.26 CHF | 7.27 CHF | 49,000 | 49,000 | 18,127 | 18,127 | 133,081 CHF | 133,338 CHF | 95.89% | 99.82% |
11/11/2024 | 0.23% | 7.48 CHF | 7.49 CHF | 48,000 | 48,000 | 18,699 | 18,699 | 142,647 CHF | 142,917 CHF | 99.59% | 99.59% |
08/11/2024 | 0.23% | 7.70 CHF | 7.71 CHF | 47,000 | 47,000 | 18,367 | 18,367 | 144,351 CHF | 144,616 CHF | 100.00% | 100.00% |
07/11/2024 | 0.45% | 8.19 CHF | 8.20 CHF | 45,000 | 45,000 | 14,458 | 14,458 | 111,972 CHF | 112,233 CHF | 98.05% | 98.05% |