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 | 0.70% | 5.51 CHF | 5.55 CHF | 9,000 | 9,000 | 8,984 | 8,984 | 51,179 CHF | 51,538 CHF | 99.48% | 99.48% |
19/11/2024 | 0.76% | 5.22 CHF | 5.26 CHF | 8,600 | 8,600 | 8,632 | 8,632 | 45,161 CHF | 45,506 CHF | 100.00% | 100.00% |
18/11/2024 | 0.74% | 5.41 CHF | 5.45 CHF | 9,000 | 9,000 | 9,035 | 9,035 | 48,415 CHF | 48,776 CHF | 99.90% | 99.90% |
15/11/2024 | 0.83% | 5.11 CHF | 5.15 CHF | 8,900 | 8,900 | 8,967 | 8,967 | 42,999 CHF | 43,358 CHF | 100.00% | 100.00% |
14/11/2024 | 0.83% | 5.42 CHF | 5.46 CHF | 8,500 | 8,500 | 8,637 | 8,637 | 41,656 CHF | 42,001 CHF | 98.57% | 98.57% |
13/11/2024 | 0.73% | 5.46 CHF | 5.50 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 51,204 CHF | 51,580 CHF | 100.00% | 100.00% |
12/11/2024 | 0.76% | 4.87 CHF | 4.91 CHF | 8,200 | 8,200 | 8,121 | 8,121 | 42,671 CHF | 42,996 CHF | 99.88% | 99.88% |
11/11/2024 | 0.67% | 5.88 CHF | 5.92 CHF | 8,000 | 8,000 | 8,001 | 8,001 | 47,642 CHF | 47,962 CHF | 100.00% | 100.00% |
08/11/2024 | 0.69% | 5.83 CHF | 5.87 CHF | 7,800 | 7,800 | 7,821 | 7,821 | 45,384 CHF | 45,697 CHF | 98.30% | 98.30% |
07/11/2024 | 0.64% | 6.10 CHF | 6.14 CHF | 7,700 | 7,700 | 7,692 | 7,692 | 48,208 CHF | 48,516 CHF | 100.00% | 100.00% |