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 | 0.52% | 5.82 CHF | 5.85 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 154,456 CHF | 155,266 CHF | 100.00% | 100.00% |
19/11/2024 | 0.51% | 5.77 CHF | 5.80 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 157,299 CHF | 158,109 CHF | 100.00% | 100.00% |
18/11/2024 | 0.51% | 5.80 CHF | 5.83 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 157,135 CHF | 157,945 CHF | 100.00% | 100.00% |
15/11/2024 | 0.52% | 5.79 CHF | 5.82 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 154,301 CHF | 155,111 CHF | 100.00% | 100.00% |
14/11/2024 | 0.53% | 5.54 CHF | 5.57 CHF | 27,000 | 27,000 | 26,988 | 26,988 | 152,891 CHF | 153,701 CHF | 100.00% | 100.00% |
13/11/2024 | 0.51% | 5.86 CHF | 5.89 CHF | 27,000 | 27,000 | 27,105 | 27,105 | 159,382 CHF | 160,195 CHF | 100.00% | 100.00% |
12/11/2024 | 0.52% | 5.80 CHF | 5.83 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 154,176 CHF | 154,986 CHF | 100.00% | 100.00% |
11/11/2024 | 0.55% | 5.47 CHF | 5.50 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 141,170 CHF | 141,950 CHF | 100.00% | 100.00% |
08/11/2024 | 0.54% | 5.57 CHF | 5.60 CHF | 27,000 | 27,000 | 26,364 | 26,364 | 145,341 CHF | 146,132 CHF | 100.00% | 100.00% |
07/11/2024 | 0.57% | 5.34 CHF | 5.37 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 136,936 CHF | 137,716 CHF | 100.00% | 100.00% |