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 | 0.32% | 6.22 CHF | 6.24 CHF | 12,700 | 12,700 | 12,700 | 12,700 | 80,011 CHF | 80,265 CHF | 99.48% | 99.48% |
19/11/2024 | 0.32% | 6.09 CHF | 6.11 CHF | 12,800 | 12,800 | 12,800 | 12,800 | 79,056 CHF | 79,312 CHF | 100.00% | 100.00% |
18/11/2024 | 0.34% | 6.00 CHF | 6.02 CHF | 13,600 | 13,600 | 13,600 | 13,600 | 79,410 CHF | 79,682 CHF | 99.89% | 99.89% |
15/11/2024 | 0.37% | 5.51 CHF | 5.53 CHF | 14,500 | 14,500 | 14,500 | 14,500 | 78,932 CHF | 79,222 CHF | 100.00% | 100.00% |
14/11/2024 | 0.39% | 5.39 CHF | 5.41 CHF | 14,800 | 14,800 | 14,800 | 14,800 | 76,355 CHF | 76,651 CHF | 98.52% | 98.52% |
13/11/2024 | 0.38% | 5.34 CHF | 5.36 CHF | 14,800 | 14,800 | 14,800 | 14,800 | 78,606 CHF | 78,902 CHF | 100.00% | 100.00% |
12/11/2024 | 0.37% | 5.20 CHF | 5.22 CHF | 14,000 | 14,000 | 14,000 | 14,000 | 75,810 CHF | 76,090 CHF | 99.88% | 99.88% |
11/11/2024 | 0.35% | 5.66 CHF | 5.68 CHF | 14,800 | 14,800 | 14,801 | 14,801 | 85,152 CHF | 85,448 CHF | 100.00% | 100.00% |
08/11/2024 | 0.40% | 4.99 CHF | 5.01 CHF | 14,800 | 14,800 | 14,800 | 14,800 | 73,860 CHF | 74,156 CHF | 98.30% | 98.30% |
07/11/2024 | 0.38% | 5.20 CHF | 5.22 CHF | 17,800 | 17,800 | 17,800 | 17,800 | 92,462 CHF | 92,818 CHF | 100.00% | 100.00% |