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 | 0.54% | 5.69 CHF | 5.70 CHF | 37,000 | 37,000 | 16,932 | 16,932 | 96,689 CHF | 97,088 CHF | 99.41% | 99.41% |
19/11/2024 | 0.55% | 5.71 CHF | 5.72 CHF | 37,000 | 37,000 | 16,918 | 16,918 | 96,300 CHF | 96,699 CHF | 100.00% | 100.00% |
18/11/2024 | 0.54% | 5.79 CHF | 5.80 CHF | 36,000 | 36,000 | 16,377 | 16,377 | 94,824 CHF | 95,208 CHF | 99.74% | 99.74% |
15/11/2024 | 0.55% | 5.73 CHF | 5.74 CHF | 37,000 | 37,000 | 16,907 | 16,907 | 95,749 CHF | 96,149 CHF | 99.60% | 99.60% |
14/11/2024 | 0.55% | 5.69 CHF | 5.70 CHF | 37,000 | 37,000 | 16,967 | 16,967 | 96,444 CHF | 96,844 CHF | 98.58% | 98.58% |
13/11/2024 | 0.55% | 5.70 CHF | 5.71 CHF | 37,000 | 37,000 | 16,944 | 16,944 | 95,620 CHF | 96,020 CHF | 100.00% | 100.00% |
12/11/2024 | 0.55% | 5.67 CHF | 5.68 CHF | 37,000 | 37,000 | 16,950 | 16,950 | 95,813 CHF | 96,213 CHF | 99.89% | 99.89% |
11/11/2024 | 0.56% | 5.65 CHF | 5.66 CHF | 37,000 | 37,000 | 16,934 | 16,934 | 94,858 CHF | 95,258 CHF | 99.90% | 99.90% |
08/11/2024 | 0.53% | 5.46 CHF | 5.47 CHF | 38,000 | 38,000 | 17,465 | 17,465 | 95,040 CHF | 95,410 CHF | 99.05% | 99.05% |
07/11/2024 | 0.52% | 5.37 CHF | 5.38 CHF | 39,000 | 39,000 | 17,352 | 17,352 | 94,555 CHF | 94,925 CHF | 99.90% | 99.90% |