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% | 6.63 CHF | 6.64 CHF | 51,000 | 51,000 | 20,448 | 20,448 | 136,264 CHF | 136,563 CHF | 99.75% | 99.75% |
19/11/2024 | 0.28% | 6.57 CHF | 6.58 CHF | 52,000 | 52,000 | 20,966 | 20,966 | 134,443 CHF | 134,748 CHF | 99.97% | 99.97% |
18/11/2024 | 0.29% | 6.44 CHF | 6.45 CHF | 52,000 | 52,000 | 20,445 | 20,445 | 128,860 CHF | 129,155 CHF | 99.82% | 99.82% |
15/11/2024 | 0.26% | 6.42 CHF | 6.43 CHF | 52,000 | 52,000 | 20,060 | 20,060 | 133,502 CHF | 133,790 CHF | 98.81% | 98.81% |
14/11/2024 | 0.25% | 7.09 CHF | 7.10 CHF | 49,000 | 49,000 | 19,455 | 19,455 | 138,046 CHF | 138,328 CHF | 100.00% | 100.00% |
13/11/2024 | 0.25% | 6.98 CHF | 6.99 CHF | 50,000 | 50,000 | 19,511 | 19,511 | 139,808 CHF | 140,090 CHF | 100.00% | 100.00% |
12/11/2024 | 0.29% | 7.33 CHF | 7.34 CHF | 49,000 | 49,000 | 18,146 | 18,146 | 134,546 CHF | 134,803 CHF | 95.66% | 99.59% |
11/11/2024 | 0.23% | 7.55 CHF | 7.56 CHF | 48,000 | 48,000 | 18,665 | 18,665 | 143,713 CHF | 143,982 CHF | 99.48% | 99.48% |
08/11/2024 | 0.22% | 7.77 CHF | 7.78 CHF | 47,000 | 47,000 | 18,357 | 18,357 | 145,534 CHF | 145,799 CHF | 99.97% | 99.97% |
07/11/2024 | 0.44% | 8.26 CHF | 8.27 CHF | 45,000 | 45,000 | 14,292 | 14,292 | 111,577 CHF | 111,837 CHF | 97.53% | 97.53% |