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 | 0.17% | 5.77 CHF | 5.78 CHF | 32,900 | 32,900 | 32,884 | 32,884 | 195,200 CHF | 195,529 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 31,700 | 31,700 | 31,700 | 31,700 | 186,726 CHF | 187,043 CHF | 99.90% | 99.90% |
18/11/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 30,900 | 30,900 | 30,578 | 30,578 | 189,316 CHF | 189,621 CHF | 100.00% | 100.00% |
15/11/2024 | 0.15% | 6.31 CHF | 6.32 CHF | 27,800 | 27,800 | 27,858 | 27,858 | 179,816 CHF | 180,094 CHF | 100.00% | 100.00% |
14/11/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 27,300 | 27,300 | 27,300 | 27,300 | 190,064 CHF | 190,337 CHF | 100.00% | 100.00% |
13/11/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 27,500 | 27,500 | 27,002 | 27,002 | 195,891 CHF | 196,161 CHF | 100.00% | 100.00% |
12/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 26,600 | 26,600 | 26,134 | 26,134 | 188,270 CHF | 188,531 CHF | 99.92% | 99.92% |
11/11/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 26,300 | 26,300 | 26,300 | 26,300 | 197,927 CHF | 198,190 CHF | 100.00% | 100.00% |
08/11/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 26,400 | 26,400 | 25,859 | 25,859 | 188,721 CHF | 188,980 CHF | 98.95% | 98.95% |
07/11/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 196,172 CHF | 196,432 CHF | 100.00% | 100.00% |