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 | 0.21% | 4.67 CHF | 4.68 CHF | 15,540 | 15,540 | 15,326 | 15,326 | 74,252 CHF | 74,406 CHF | 100.00% | 100.00% |
19/11/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 15,520 | 15,520 | 15,342 | 15,342 | 73,588 CHF | 73,742 CHF | 100.00% | 100.00% |
18/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 15,400 | 15,400 | 15,206 | 15,206 | 77,633 CHF | 77,785 CHF | 100.00% | 100.00% |
15/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 15,300 | 15,300 | 15,231 | 15,231 | 81,789 CHF | 81,941 CHF | 78.16% | 78.16% |
14/11/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 14,890 | 14,890 | 14,794 | 14,794 | 86,434 CHF | 86,582 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 14,790 | 14,790 | 14,646 | 14,646 | 89,608 CHF | 89,755 CHF | 99.55% | 99.55% |
12/11/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 14,840 | 14,840 | 14,665 | 14,665 | 89,011 CHF | 89,158 CHF | 100.00% | 100.00% |
11/11/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 14,660 | 14,660 | 14,528 | 14,528 | 92,323 CHF | 92,469 CHF | 100.00% | 100.00% |
08/11/2024 | 0.16% | 6.05 CHF | 6.06 CHF | 14,850 | 14,850 | 14,675 | 14,675 | 90,278 CHF | 90,425 CHF | 100.00% | 100.00% |
07/11/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 14,710 | 14,710 | 14,611 | 14,611 | 93,074 CHF | 93,220 CHF | 100.00% | 100.00% |