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 | 0.35% | 6.60 CHF | 6.63 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,346 CHF | 20,417 CHF | 100.00% | 100.00% |
19/11/2024 | 0.37% | 6.61 CHF | 6.64 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 19,639 CHF | 19,712 CHF | 100.00% | 100.00% |
18/11/2024 | 0.35% | 6.81 CHF | 6.83 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,229 CHF | 20,300 CHF | 100.00% | 100.00% |
15/11/2024 | 0.37% | 6.42 CHF | 6.44 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,013 CHF | 20,087 CHF | 100.00% | 100.00% |
14/11/2024 | 0.38% | 6.91 CHF | 6.93 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,675 CHF | 20,753 CHF | 100.00% | 100.00% |
13/11/2024 | 0.40% | 6.72 CHF | 6.75 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 20,488 CHF | 20,570 CHF | 100.00% | 100.00% |
12/11/2024 | 0.40% | 7.05 CHF | 7.08 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,634 CHF | 21,721 CHF | 100.00% | 100.00% |
11/11/2024 | 0.37% | 7.56 CHF | 7.58 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 22,642 CHF | 22,726 CHF | 100.00% | 100.00% |
08/11/2024 | 0.38% | 7.19 CHF | 7.22 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,487 CHF | 21,569 CHF | 100.00% | 100.00% |
07/11/2024 | 0.37% | 7.02 CHF | 7.04 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 21,592 CHF | 21,673 CHF | 100.00% | 100.00% |