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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 39,000 | 39,000 | 38,641 | 38,641 | 246,143 CHF | 246,530 CHF | 100.00% | 100.00% |
27/11/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 39,000 | 39,000 | 39,030 | 39,030 | 246,294 CHF | 246,685 CHF | 100.00% | 100.00% |
26/11/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 39,500 | 39,500 | 38,944 | 38,944 | 246,954 CHF | 247,344 CHF | 100.00% | 100.00% |
25/11/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 39,500 | 39,500 | 39,054 | 39,054 | 246,672 CHF | 247,063 CHF | 100.00% | 100.00% |
22/11/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 39,500 | 39,500 | 39,226 | 39,226 | 246,575 CHF | 246,968 CHF | 100.00% | 100.00% |
20/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 42,000 | 42,000 | 41,313 | 41,313 | 246,483 CHF | 246,896 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,000 | 42,000 | 41,662 | 41,662 | 246,783 CHF | 247,200 CHF | 98.91% | 98.91% |
18/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 42,000 | 42,000 | 41,725 | 41,725 | 246,696 CHF | 247,114 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,000 | 42,000 | 42,445 | 42,445 | 248,913 CHF | 249,337 CHF | 72.09% | 72.09% |
14/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 42,500 | 42,500 | 42,800 | 42,800 | 247,075 CHF | 247,503 CHF | 100.00% | 100.00% |