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 | 0.87% | 4.63 CHF | 4.67 CHF | 18,000 | 18,000 | 17,976 | 17,976 | 82,053 CHF | 82,772 CHF | 100.00% | 100.00% |
19/11/2024 | 0.98% | 4.44 CHF | 4.48 CHF | 15,200 | 15,200 | 14,873 | 14,873 | 71,229 CHF | 71,931 CHF | 92.70% | 97.63% |
18/11/2024 | 0.92% | 5.46 CHF | 5.51 CHF | 14,600 | 14,600 | 14,692 | 14,692 | 79,103 CHF | 79,838 CHF | 100.00% | 100.00% |
15/11/2024 | 0.91% | 5.41 CHF | 5.46 CHF | 14,200 | 14,200 | 14,210 | 14,210 | 77,513 CHF | 78,224 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 5.72 CHF | 5.77 CHF | 14,200 | 14,200 | 14,228 | 14,228 | 80,240 CHF | 80,952 CHF | 100.00% | 100.00% |
13/11/2024 | 0.92% | 5.58 CHF | 5.63 CHF | 14,000 | 14,000 | 14,009 | 14,009 | 76,015 CHF | 76,715 CHF | 100.00% | 100.00% |
12/11/2024 | 0.82% | 5.89 CHF | 5.94 CHF | 12,900 | 12,900 | 12,884 | 12,884 | 78,010 CHF | 78,655 CHF | 100.00% | 100.00% |
11/11/2024 | 0.77% | 6.25 CHF | 6.30 CHF | 13,000 | 13,000 | 12,924 | 12,924 | 83,094 CHF | 83,741 CHF | 100.00% | 100.00% |
08/11/2024 | 0.82% | 6.14 CHF | 6.19 CHF | 13,400 | 13,400 | 13,491 | 13,491 | 81,755 CHF | 82,429 CHF | 100.00% | 100.00% |
07/11/2024 | 0.81% | 5.98 CHF | 6.03 CHF | 13,200 | 13,200 | 13,131 | 13,131 | 81,234 CHF | 81,890 CHF | 100.00% | 100.00% |