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 | 0.60% | 5.18 CHF | 5.19 CHF | 37,000 | 37,000 | 16,949 | 16,949 | 88,153 CHF | 88,553 CHF | 99.27% | 99.27% |
19/11/2024 | 0.60% | 5.20 CHF | 5.21 CHF | 37,000 | 37,000 | 16,924 | 16,924 | 87,712 CHF | 88,111 CHF | 99.92% | 99.92% |
18/11/2024 | 0.59% | 5.28 CHF | 5.29 CHF | 36,000 | 36,000 | 16,392 | 16,392 | 86,514 CHF | 86,897 CHF | 99.84% | 99.84% |
15/11/2024 | 0.61% | 5.22 CHF | 5.23 CHF | 37,000 | 37,000 | 16,908 | 16,908 | 87,103 CHF | 87,503 CHF | 99.60% | 99.60% |
14/11/2024 | 0.60% | 5.17 CHF | 5.18 CHF | 37,000 | 37,000 | 17,024 | 17,024 | 88,025 CHF | 88,424 CHF | 97.92% | 97.92% |
13/11/2024 | 0.61% | 5.20 CHF | 5.21 CHF | 37,000 | 37,000 | 16,944 | 16,944 | 87,005 CHF | 87,405 CHF | 100.00% | 100.00% |
12/11/2024 | 0.61% | 5.16 CHF | 5.17 CHF | 37,000 | 37,000 | 16,960 | 16,960 | 87,259 CHF | 87,659 CHF | 99.74% | 99.74% |
11/11/2024 | 0.62% | 5.14 CHF | 5.15 CHF | 37,000 | 37,000 | 16,931 | 16,931 | 86,245 CHF | 86,644 CHF | 99.38% | 99.38% |
08/11/2024 | 0.58% | 4.96 CHF | 4.97 CHF | 38,000 | 38,000 | 17,493 | 17,493 | 86,394 CHF | 86,765 CHF | 98.88% | 98.88% |
07/11/2024 | 0.57% | 4.87 CHF | 4.88 CHF | 39,000 | 39,000 | 17,324 | 17,324 | 85,682 CHF | 86,052 CHF | 99.45% | 99.45% |