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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.13% | 5.18 CHF | 5.24 CHF | 25,600 | 25,600 | 25,330 | 25,330 | 134,146 CHF | 135,666 CHF | 100.00% | 100.00% |
20/11/2024 | 1.19% | 5.02 CHF | 5.08 CHF | 26,800 | 26,800 | 26,855 | 26,855 | 134,880 CHF | 136,491 CHF | 100.00% | 100.00% |
19/11/2024 | 1.26% | 4.86 CHF | 4.92 CHF | 27,900 | 27,900 | 28,178 | 28,178 | 133,103 CHF | 134,794 CHF | 99.90% | 99.90% |
18/11/2024 | 1.26% | 4.74 CHF | 4.80 CHF | 27,500 | 27,500 | 27,449 | 27,449 | 130,143 CHF | 131,790 CHF | 100.00% | 100.00% |
15/11/2024 | 1.39% | 4.79 CHF | 4.87 CHF | 19,800 | 19,800 | 19,231 | 19,231 | 110,555 CHF | 112,094 CHF | 100.00% | 100.00% |
14/11/2024 | 1.26% | 7.14 CHF | 7.23 CHF | 18,500 | 18,500 | 18,445 | 18,445 | 130,659 CHF | 132,319 CHF | 100.00% | 100.00% |
13/11/2024 | 1.30% | 7.10 CHF | 7.19 CHF | 18,400 | 18,400 | 18,494 | 18,494 | 127,228 CHF | 128,892 CHF | 100.00% | 100.00% |
12/11/2024 | 1.17% | 7.26 CHF | 7.35 CHF | 18,700 | 18,700 | 18,794 | 18,794 | 135,359 CHF | 136,948 CHF | 99.92% | 99.92% |
11/11/2024 | 1.13% | 6.97 CHF | 7.05 CHF | 19,300 | 19,300 | 19,316 | 19,316 | 135,899 CHF | 137,444 CHF | 100.00% | 100.00% |
08/11/2024 | 1.20% | 6.75 CHF | 6.83 CHF | 19,700 | 19,700 | 19,776 | 19,776 | 131,041 CHF | 132,623 CHF | 98.95% | 98.95% |