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 | 0.70% | 5.50 CHF | 5.54 CHF | 9,400 | 9,400 | 9,308 | 9,308 | 52,799 CHF | 53,171 CHF | 100.00% | 100.00% |
19/11/2024 | 0.71% | 5.59 CHF | 5.63 CHF | 9,000 | 9,000 | 9,021 | 9,021 | 50,430 CHF | 50,790 CHF | 100.00% | 100.00% |
18/11/2024 | 0.68% | 5.85 CHF | 5.89 CHF | 8,800 | 8,800 | 8,809 | 8,809 | 51,805 CHF | 52,158 CHF | 100.00% | 100.00% |
15/11/2024 | 0.66% | 6.08 CHF | 6.12 CHF | 8,900 | 8,900 | 8,761 | 8,761 | 53,325 CHF | 53,676 CHF | 100.00% | 100.00% |
14/11/2024 | 0.68% | 5.94 CHF | 5.98 CHF | 9,200 | 9,200 | 9,204 | 9,204 | 54,256 CHF | 54,624 CHF | 100.00% | 100.00% |
13/11/2024 | 0.70% | 5.56 CHF | 5.60 CHF | 9,200 | 9,200 | 9,193 | 9,193 | 52,223 CHF | 52,591 CHF | 100.00% | 100.00% |
12/11/2024 | 0.67% | 5.69 CHF | 5.73 CHF | 8,600 | 8,600 | 8,504 | 8,504 | 50,641 CHF | 50,982 CHF | 99.85% | 99.85% |
11/11/2024 | 0.63% | 6.27 CHF | 6.31 CHF | 8,700 | 8,700 | 8,700 | 8,700 | 55,059 CHF | 55,407 CHF | 99.69% | 99.69% |
08/11/2024 | 0.68% | 5.98 CHF | 6.02 CHF | 8,700 | 8,700 | 8,696 | 8,696 | 51,302 CHF | 51,650 CHF | 100.00% | 100.00% |
07/11/2024 | 0.62% | 6.21 CHF | 6.25 CHF | 8,100 | 8,100 | 8,020 | 8,020 | 51,944 CHF | 52,265 CHF | 100.00% | 100.00% |