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 | 1.05% | 6.74 CHF | 6.75 CHF | 1,950 | 1,950 | 1,335 | 1,335 | 9,313 CHF | 9,401 CHF | 100.00% | 100.00% |
19/11/2024 | 1.06% | 7.03 CHF | 7.04 CHF | 2,010 | 2,010 | 1,346 | 1,346 | 9,448 CHF | 9,536 CHF | 99.08% | 99.08% |
18/11/2024 | 1.07% | 6.98 CHF | 6.99 CHF | 2,000 | 2,000 | 1,330 | 1,330 | 9,248 CHF | 9,336 CHF | 100.00% | 100.00% |
15/11/2024 | 1.10% | 6.94 CHF | 6.95 CHF | 1,980 | 1,980 | 1,305 | 1,305 | 8,954 CHF | 9,041 CHF | 71.69% | 71.69% |
14/11/2024 | 1.08% | 6.65 CHF | 6.66 CHF | 1,940 | 1,940 | 1,313 | 1,313 | 8,959 CHF | 9,046 CHF | 100.00% | 100.00% |
13/11/2024 | 1.09% | 6.82 CHF | 6.83 CHF | 1,970 | 1,970 | 1,326 | 1,326 | 9,054 CHF | 9,142 CHF | 100.00% | 100.00% |
12/11/2024 | 1.12% | 6.76 CHF | 6.77 CHF | 1,970 | 1,970 | 1,312 | 1,312 | 8,768 CHF | 8,854 CHF | 100.00% | 100.00% |
11/11/2024 | 1.12% | 6.43 CHF | 6.44 CHF | 1,930 | 1,930 | 1,309 | 1,309 | 8,619 CHF | 8,706 CHF | 100.00% | 100.00% |
08/11/2024 | 1.18% | 6.49 CHF | 6.50 CHF | 1,960 | 1,960 | 1,308 | 1,308 | 8,373 CHF | 8,459 CHF | 100.00% | 100.00% |
07/11/2024 | 1.23% | 5.77 CHF | 5.78 CHF | 1,860 | 1,860 | 1,262 | 1,262 | 7,518 CHF | 7,602 CHF | 100.00% | 100.00% |