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 | 0.55% | 5.60 CHF | 5.61 CHF | 37,000 | 37,000 | 16,948 | 16,948 | 95,227 CHF | 95,627 CHF | 99.27% | 99.27% |
19/11/2024 | 0.56% | 5.62 CHF | 5.63 CHF | 37,000 | 37,000 | 16,925 | 16,925 | 94,761 CHF | 95,160 CHF | 99.91% | 99.91% |
18/11/2024 | 0.55% | 5.70 CHF | 5.71 CHF | 36,000 | 36,000 | 16,391 | 16,391 | 93,397 CHF | 93,781 CHF | 99.84% | 99.84% |
15/11/2024 | 0.56% | 5.64 CHF | 5.65 CHF | 37,000 | 37,000 | 16,914 | 16,914 | 94,224 CHF | 94,623 CHF | 99.52% | 99.52% |
14/11/2024 | 0.56% | 5.59 CHF | 5.60 CHF | 37,000 | 37,000 | 17,000 | 17,000 | 95,035 CHF | 95,434 CHF | 98.18% | 98.18% |
13/11/2024 | 0.56% | 5.61 CHF | 5.62 CHF | 37,000 | 37,000 | 16,969 | 16,969 | 94,206 CHF | 94,606 CHF | 99.65% | 99.65% |
12/11/2024 | 0.56% | 5.58 CHF | 5.59 CHF | 37,000 | 37,000 | 16,951 | 16,951 | 94,274 CHF | 94,674 CHF | 99.88% | 99.88% |
11/11/2024 | 0.57% | 5.56 CHF | 5.57 CHF | 37,000 | 37,000 | 16,932 | 16,932 | 93,280 CHF | 93,680 CHF | 99.38% | 99.38% |
08/11/2024 | 0.53% | 5.37 CHF | 5.38 CHF | 38,000 | 38,000 | 17,466 | 17,466 | 93,430 CHF | 93,800 CHF | 99.04% | 99.04% |
07/11/2024 | 0.53% | 5.28 CHF | 5.29 CHF | 39,000 | 39,000 | 17,356 | 17,356 | 92,997 CHF | 93,367 CHF | 99.15% | 99.15% |