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 | 0.59% | 5.26 CHF | 5.27 CHF | 37,000 | 37,000 | 16,932 | 16,932 | 89,380 CHF | 89,780 CHF | 99.42% | 99.42% |
19/11/2024 | 0.59% | 5.28 CHF | 5.29 CHF | 37,000 | 37,000 | 16,917 | 16,917 | 88,988 CHF | 89,387 CHF | 100.00% | 100.00% |
18/11/2024 | 0.58% | 5.36 CHF | 5.37 CHF | 36,000 | 36,000 | 16,378 | 16,378 | 87,701 CHF | 88,084 CHF | 99.74% | 99.74% |
15/11/2024 | 0.60% | 5.30 CHF | 5.31 CHF | 37,000 | 37,000 | 16,907 | 16,907 | 88,423 CHF | 88,823 CHF | 99.60% | 99.60% |
14/11/2024 | 0.59% | 5.25 CHF | 5.26 CHF | 37,000 | 37,000 | 16,975 | 16,975 | 89,104 CHF | 89,503 CHF | 98.56% | 98.56% |
13/11/2024 | 0.60% | 5.27 CHF | 5.28 CHF | 37,000 | 37,000 | 16,944 | 16,944 | 88,328 CHF | 88,727 CHF | 100.00% | 100.00% |
12/11/2024 | 0.60% | 5.24 CHF | 5.25 CHF | 37,000 | 37,000 | 16,950 | 16,950 | 88,530 CHF | 88,929 CHF | 99.90% | 99.90% |
11/11/2024 | 0.61% | 5.22 CHF | 5.23 CHF | 37,000 | 37,000 | 16,934 | 16,934 | 87,575 CHF | 87,975 CHF | 99.90% | 99.90% |
08/11/2024 | 0.57% | 5.03 CHF | 5.04 CHF | 38,000 | 38,000 | 17,466 | 17,466 | 87,634 CHF | 88,004 CHF | 99.05% | 99.05% |
07/11/2024 | 0.57% | 4.95 CHF | 4.96 CHF | 39,000 | 39,000 | 17,352 | 17,352 | 87,176 CHF | 87,546 CHF | 99.90% | 99.90% |